+36.1%
UPS vs BUD
-24.2%
+60.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.6% |
| 7D | -3.7% | -1.3% | -2.4% | -3.3% |
| 30D | -3.7% | -6.1% | +2.4% | -2.0% |
| 3M | -6.6% | -3.8% | -2.8% | -5.7% |
| 6M | +2.6% | +8.2% | -5.6% | -0.3% |
| YTD | +4.8% | +23.6% | -18.8% | -2.0% |
| 1Y | +25.3% | +33.4% | -8.1% | +14.5% |
| 3Y | -26.9% | +45.3% | -72.2% | -35.6% |
| 5Y | -33.5% | +44.3% | -77.8% | -42.1% |
| 10Y | +36.1% | -22.8% | +58.9% | +28.0% |
| All | +36.1% | -24.2% | +60.3% | +28.0% |
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