+1,895.7%
TER vs UPS
+35.1%
+1,860.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.9% |
| 7D | +12.4% | -3.7% | +16.0% | +14.7% |
| 30D | +5.1% | -3.7% | +8.9% | +7.3% |
| 3M | +4.0% | -6.6% | +10.5% | +7.6% |
| 6M | +29.5% | +2.6% | +27.0% | +26.4% |
| YTD | +98.5% | +4.8% | +93.7% | +90.2% |
| 1Y | +234.1% | +25.3% | +208.8% | +185.6% |
| 3Y | +289.0% | -26.9% | +315.9% | +346.2% |
| 5Y | +228.2% | -33.5% | +261.7% | +295.8% |
| 10Y | +1,895.7% | +36.1% | +1,859.6% | +1,244.3% |
| All | +1,895.7% | +35.1% | +1,860.6% | +1,244.3% |
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 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