+43.7%
UPS vs USB
+87.1%
-43.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.7% | +1.4% | +0.3% | +1.2% |
| 30D | +17.4% | +6.4% | +11.0% | +14.7% |
| 3M | +7.7% | -4.5% | +12.2% | +9.6% |
| 6M | +13.8% | +11.4% | +2.5% | +8.9% |
| YTD | +17.3% | +17.1% | +0.2% | +10.1% |
| 1Y | +27.2% | +32.6% | -5.4% | +13.8% |
| 3Y | -5.6% | +101.8% | -107.5% | -28.9% |
| 5Y | -33.5% | +25.1% | -58.7% | -41.5% |
| 10Y | +43.7% | +84.9% | -41.2% | +8.3% |
| All | +43.7% | +87.1% | -43.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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