+192.8%
TER vs UPS
-7.8%
+200.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.5% | +10.3% | +11.6% |
| 7D | -5.8% | +1.1% | -6.9% | -6.2% |
| 30D | -38.9% | +17.3% | -56.2% | -43.4% |
| 3M | -35.1% | +7.9% | -43.0% | -37.8% |
| 6M | -31.6% | +13.7% | -45.3% | -36.4% |
| YTD | +27.2% | +17.2% | +10.1% | +15.5% |
| 1Y | +35.2% | +23.2% | +12.0% | +19.5% |
| 3Y | +192.8% | -5.9% | +198.7% | +163.0% |
| All | +192.8% | -7.8% | +200.6% | +163.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling