+44.3%
UPS vs BUD
-4.5%
+48.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.9% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | +17.9% | +7.4% | +10.6% | +15.4% |
| 3M | +9.4% | +4.3% | +5.1% | +7.8% |
| 6M | +16.2% | +5.3% | +10.9% | +13.9% |
| YTD | +18.8% | +33.2% | -14.5% | +8.4% |
| 1Y | +26.1% | +31.8% | -5.7% | +15.4% |
| 3Y | -4.5% | +47.8% | -52.2% | -16.5% |
| 5Y | -33.2% | +50.2% | -83.4% | -42.6% |
| 10Y | +44.3% | -4.8% | +49.1% | +30.5% |
| All | +44.3% | -4.5% | +48.8% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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