-33.5%
UPS vs BTI
+113.9%
-147.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -3.7% | -2.4% | -1.3% | -3.3% |
| 30D | -3.7% | -4.8% | +1.0% | -3.0% |
| 3M | -6.6% | -8.1% | +1.6% | -5.5% |
| 6M | +2.6% | -4.2% | +6.8% | +2.6% |
| YTD | +4.8% | -1.3% | +6.1% | +4.2% |
| 1Y | +25.3% | +2.1% | +23.2% | +23.8% |
| 3Y | -26.9% | +108.9% | -135.8% | -40.8% |
| 5Y | -33.5% | +114.5% | -148.0% | -49.7% |
| All | -33.5% | +113.9% | -147.4% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling