+86.4%
F vs UPS
+35.8%
+50.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.5% | -3.3% |
| 7D | +1.2% | -2.1% | +3.3% | +2.3% |
| 30D | +1.2% | -2.3% | +3.5% | +2.4% |
| 3M | -5.7% | -5.2% | -0.4% | -3.6% |
| 6M | +17.9% | +1.4% | +16.5% | +15.7% |
| YTD | +10.4% | +6.1% | +4.3% | +5.5% |
| 1Y | +25.3% | +27.0% | -1.6% | +8.3% |
| 3Y | +37.5% | -25.9% | +63.4% | +54.4% |
| 5Y | +46.5% | -34.6% | +81.1% | +76.1% |
| 10Y | +86.4% | +36.2% | +50.2% | +39.0% |
| All | +86.4% | +35.8% | +50.6% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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