-25.1%
UPS vs BUD
+50.2%
-75.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -3.5% | -5.7% | +2.2% | -1.8% |
| 3M | -5.7% | +3.1% | -8.8% | -6.9% |
| 6M | -4.4% | +7.9% | -12.2% | -7.3% |
| YTD | +8.0% | +27.3% | -19.3% | -0.6% |
| 1Y | +29.0% | +37.8% | -8.8% | +15.9% |
| All | -25.1% | +50.2% | -75.3% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling