-34.5%
UPS vs USB
+21.6%
-56.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | 0.0% | 0.0% | 0.0% | +0.1% |
| 30D | +17.3% | +5.8% | +11.5% | +14.8% |
| 3M | +6.6% | -6.0% | +12.6% | +9.2% |
| 6M | +12.0% | +7.8% | +4.2% | +8.4% |
| YTD | +14.4% | +14.6% | -0.2% | +8.0% |
| 1Y | +23.3% | +31.8% | -8.5% | +10.2% |
| 3Y | -9.6% | +91.5% | -101.1% | -31.0% |
| All | -34.5% | +21.6% | -56.0% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling