+72.2%
F vs UPS
+44.2%
+28.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -0.2% | +1.7% | -2.0% | -1.2% |
| 30D | +0.9% | +17.4% | -16.5% | -7.4% |
| 3M | -11.3% | +7.7% | -19.1% | -15.0% |
| 6M | +2.0% | +13.8% | -11.8% | -5.6% |
| YTD | -3.2% | +17.3% | -20.4% | -12.4% |
| 1Y | -3.5% | +27.2% | -30.6% | -16.4% |
| 3Y | +48.1% | -5.6% | +53.7% | +45.8% |
| 5Y | -13.5% | -33.5% | +20.0% | +2.5% |
| 10Y | +72.2% | +43.7% | +28.5% | +21.5% |
| All | +72.2% | +44.2% | +28.0% | +21.5% |
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