-33.5%
UPS vs BUD
+51.3%
-84.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +1.7% | +6.0% | -4.3% | -0.3% |
| 30D | +17.4% | +11.3% | +6.1% | +13.1% |
| 3M | +7.7% | +3.6% | +4.2% | +6.2% |
| 6M | +13.8% | +7.7% | +6.1% | +10.3% |
| YTD | +17.3% | +36.4% | -19.1% | +4.2% |
| 1Y | +27.2% | +37.8% | -10.7% | +12.5% |
| 3Y | -5.6% | +51.2% | -56.9% | -20.8% |
| 5Y | -33.5% | +53.4% | -86.9% | -46.9% |
| All | -33.5% | +51.3% | -84.8% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling