+277.2%
TER vs UPS
-26.6%
+303.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +5.1% |
| 7D | +11.0% | -2.1% | +13.1% | +12.1% |
| 30D | -1.9% | -2.3% | +0.4% | -0.8% |
| 3M | -0.7% | -5.2% | +4.6% | +1.6% |
| 6M | +36.4% | +1.4% | +35.0% | +33.9% |
| YTD | +92.4% | +6.1% | +86.3% | +84.1% |
| 1Y | +213.5% | +27.0% | +186.5% | +171.9% |
| 3Y | +277.2% | -25.9% | +303.2% | +308.1% |
| All | +277.2% | -26.6% | +303.8% | +308.1% |
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 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