-26.4%
UPS vs BTSG
+382.3%
-408.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.6% | +7.4% | +1.4% |
| 7D | -3.4% | -5.8% | +2.4% | -2.9% |
| 30D | -2.7% | 0.0% | -2.7% | -2.9% |
| 3M | -1.6% | -4.5% | +2.8% | -1.5% |
| 6M | +2.3% | +40.0% | -37.7% | -1.3% |
| YTD | +5.6% | +54.6% | -49.0% | +0.9% |
| 1Y | +27.1% | +106.1% | -79.1% | +18.3% |
| All | -26.4% | +382.3% | -408.7% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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