+36.4%
UPS vs BTI
+73.8%
-37.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | -2.0% | -1.1% | -0.9% | -1.7% |
| 3M | -6.2% | -8.8% | +2.5% | -4.6% |
| 6M | +2.8% | -4.0% | +6.7% | +3.0% |
| YTD | +5.9% | +0.4% | +5.5% | +5.0% |
| 1Y | +26.2% | +1.9% | +24.3% | +24.6% |
| 3Y | -26.0% | +108.5% | -134.5% | -39.6% |
| 5Y | -34.3% | +118.5% | -152.8% | -47.4% |
| All | +36.4% | +73.8% | -37.4% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling