+484.0%
TER vs UPS
+272.5%
+211.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.5% | +10.3% | +10.9% |
| 7D | -5.8% | +1.1% | -6.9% | -6.5% |
| 30D | -38.9% | +17.3% | -56.2% | -46.1% |
| 3M | -35.1% | +7.9% | -43.0% | -39.7% |
| 6M | -31.6% | +13.7% | -45.3% | -39.3% |
| YTD | +27.2% | +17.2% | +10.1% | +9.1% |
| 1Y | +35.2% | +23.2% | +12.0% | +11.2% |
| 3Y | +192.8% | -5.9% | +198.7% | +180.3% |
| 5Y | +72.4% | -33.1% | +105.5% | +113.0% |
| 10Y | +1,001.8% | +44.3% | +957.5% | +539.0% |
| All | +484.0% | +272.5% | +211.6% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling