+47.6%
F vs UPS
-25.0%
+72.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +2.0% |
| 7D | +5.3% | -2.9% | +8.2% | +6.8% |
| 30D | +4.6% | -3.5% | +8.1% | +6.3% |
| 3M | -3.7% | -5.7% | +2.1% | -1.5% |
| 6M | +16.8% | -4.4% | +21.2% | +17.9% |
| YTD | +15.3% | +8.0% | +7.3% | +9.3% |
| 1Y | +31.0% | +29.0% | +2.0% | +13.1% |
| All | +47.6% | -25.0% | +72.7% | +52.3% |
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