+1,077.0%
TER vs UPS
+45.7%
+1,031.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +7.6% |
| 7D | +5.9% | -1.6% | +7.5% | +7.3% |
| 30D | -30.8% | +17.9% | -48.7% | -37.3% |
| 3M | -29.9% | +9.4% | -39.3% | -34.2% |
| 6M | -27.5% | +16.2% | -43.6% | -34.5% |
| YTD | +37.5% | +18.8% | +18.7% | +21.4% |
| 1Y | +50.3% | +26.1% | +24.2% | +27.8% |
| 3Y | +204.9% | -4.5% | +209.3% | +194.6% |
| 5Y | +89.2% | -33.2% | +122.4% | +127.1% |
| 10Y | +1,077.0% | +44.3% | +1,032.6% | +673.8% |
| All | +1,077.0% | +45.7% | +1,031.2% | +673.8% |
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