-41.7%
INTU vs UPS
-34.9%
-6.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -3.5% |
| 7D | -7.5% | -2.1% | -5.4% | -6.8% |
| 30D | -1.9% | -2.3% | +0.4% | -1.1% |
| 3M | +4.9% | -5.2% | +10.1% | +6.3% |
| 6M | -33.2% | +1.4% | -34.6% | -34.4% |
| YTD | -51.4% | +6.1% | -57.5% | -53.6% |
| 1Y | -52.0% | +27.0% | -79.0% | -57.7% |
| 3Y | -40.7% | -25.9% | -14.8% | -35.4% |
| 5Y | -41.7% | -34.6% | -7.1% | -31.3% |
| All | -41.7% | -34.9% | -6.8% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling