-27.5%
TER vs UPS
+15.3%
-42.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +7.9% |
| 7D | +5.9% | -1.6% | +7.5% | +6.2% |
| 30D | -30.8% | +17.9% | -48.7% | -33.3% |
| 3M | -29.9% | +9.4% | -39.3% | -30.9% |
| 6M | -27.5% | +16.2% | -43.6% | -36.4% |
| All | -27.5% | +15.3% | -42.8% | -36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling