+43.2%
TER vs UPS
+29.9%
+13.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.7% | -11.5% | -8.2% |
| 7D | -19.9% | +8.2% | -28.1% | -22.0% |
| 30D | -43.5% | +22.7% | -66.3% | -47.6% |
| 3M | -37.8% | +6.4% | -44.2% | -38.7% |
| 6M | -25.6% | +22.6% | -48.2% | -32.0% |
| YTD | +29.8% | +20.7% | +9.1% | +18.3% |
| 1Y | +43.2% | +30.6% | +12.5% | +27.3% |
| All | +43.2% | +29.9% | +13.2% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling