+86.4%
META vs UPS
-33.1%
+119.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.2% |
| 7D | +5.2% | +3.8% | +1.4% | +3.7% |
| 30D | -13.0% | +17.4% | -30.3% | -18.6% |
| 3M | +7.9% | +8.2% | -0.3% | +4.1% |
| 6M | +4.2% | +17.9% | -13.7% | -3.8% |
| YTD | -2.5% | +18.7% | -21.2% | -11.5% |
| 1Y | +5.6% | +24.8% | -19.2% | -6.6% |
| 3Y | +96.8% | -4.5% | +101.3% | +83.0% |
| All | +86.4% | -33.1% | +119.5% | +126.3% |
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