+995.4%
TER vs UPS
+43.9%
+951.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -6.4% |
| 7D | +14.4% | +3.8% | +10.6% | +12.0% |
| 30D | -30.6% | +17.4% | -47.9% | -37.0% |
| 3M | -39.2% | +8.2% | -47.4% | -42.6% |
| 6M | -31.3% | +17.9% | -49.2% | -38.6% |
| YTD | +29.1% | +18.7% | +10.4% | +13.9% |
| 1Y | +47.4% | +24.8% | +22.6% | +26.0% |
| 3Y | +191.2% | -4.5% | +195.8% | +181.3% |
| 5Y | +74.0% | -33.2% | +107.2% | +108.8% |
| All | +995.4% | +43.9% | +951.5% | +612.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling