+199.8%
TER vs UPS
+27.3%
+172.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +6.0% |
| 7D | +0.6% | -2.9% | +3.5% | +2.0% |
| 30D | -8.3% | -3.5% | -4.8% | -6.8% |
| 3M | -12.2% | -5.7% | -6.5% | -10.4% |
| 6M | +17.0% | -4.4% | +21.4% | +15.8% |
| YTD | +84.6% | +8.0% | +76.6% | +75.8% |
| 1Y | +199.8% | +29.0% | +170.8% | +164.7% |
| All | +199.8% | +27.3% | +172.5% | +164.7% |
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