+25.3%
UPS vs BUD
+33.8%
-8.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.9% |
| 3M | -6.6% | -3.8% | -2.8% | -5.8% |
| 6M | +2.6% | +8.2% | -5.6% | -2.0% |
| YTD | +4.8% | +23.6% | -18.8% | -4.5% |
| 1Y | +25.3% | +33.4% | -8.1% | +13.0% |
| All | +25.3% | +33.8% | -8.5% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling