+221.2%
UPS vs BTI
+3,526.2%
-3,305.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | -2.3% | -7.0% | +4.7% | -0.8% |
| 3M | -5.2% | -6.3% | +1.1% | -4.1% |
| 6M | +1.4% | -2.0% | +3.4% | +1.3% |
| YTD | +6.1% | +0.2% | +5.9% | +5.4% |
| 1Y | +27.0% | +3.8% | +23.2% | +25.0% |
| 3Y | -25.9% | +112.1% | -138.0% | -38.5% |
| 5Y | -34.6% | +113.6% | -148.2% | -46.1% |
| 10Y | +36.2% | +69.6% | -33.5% | +14.1% |
| All | +221.2% | +3,526.2% | -3,305.0% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling