+43.5%
F vs UPS
-10.2%
+53.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | +0.4% |
| 7D | +1.6% | 0.0% | +1.5% | +1.5% |
| 30D | +2.6% | +17.3% | -14.7% | -4.9% |
| 3M | -8.8% | +6.6% | -15.4% | -11.7% |
| 6M | +4.6% | +12.0% | -7.4% | -1.9% |
| YTD | -1.9% | +14.4% | -16.3% | -9.5% |
| 1Y | -0.8% | +23.3% | -24.1% | -12.0% |
| 3Y | +43.5% | -9.6% | +53.1% | +27.7% |
| All | +43.5% | -10.2% | +53.7% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling