+37.9%
UPS vs BURL
+215.5%
-177.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.6% |
| 7D | -2.9% | -2.8% | -0.1% | -2.4% |
| 30D | -3.5% | -28.2% | +24.7% | +2.3% |
| 3M | -5.7% | -17.6% | +11.9% | -2.7% |
| 6M | -4.4% | -11.8% | +7.4% | -3.0% |
| YTD | +8.0% | -8.1% | +16.2% | +8.7% |
| 1Y | +29.0% | -12.0% | +41.0% | +30.2% |
| 3Y | -27.7% | +63.3% | -91.0% | -36.4% |
| 5Y | -34.3% | -10.8% | -23.5% | -37.7% |
| All | +37.9% | +215.5% | -177.6% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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