+28.3%
F vs UPS
+243.4%
-215.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +2.2% |
| 7D | +5.3% | -2.9% | +8.2% | +7.2% |
| 30D | +4.6% | -3.5% | +8.1% | +6.8% |
| 3M | -3.7% | -5.7% | +2.1% | -1.0% |
| 6M | +16.8% | -4.4% | +21.2% | +18.4% |
| YTD | +15.3% | +8.0% | +7.3% | +8.2% |
| 1Y | +31.0% | +29.0% | +2.0% | +9.5% |
| 3Y | +45.4% | -27.7% | +73.1% | +68.3% |
| 5Y | +54.7% | -34.3% | +89.0% | +89.0% |
| 10Y | +98.2% | +37.8% | +60.4% | +38.1% |
| All | +28.3% | +243.4% | -215.0% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling