+26.2%
UPS vs BTI
+3.5%
+22.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -2.0% | -1.1% | -0.9% | -1.9% |
| 3M | -6.2% | -8.8% | +2.5% | -6.1% |
| 6M | +2.8% | -4.0% | +6.7% | +2.3% |
| YTD | +5.9% | +0.4% | +5.5% | +5.9% |
| 1Y | +26.2% | +1.9% | +24.3% | +25.6% |
| All | +26.2% | +3.5% | +22.7% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling