+129.3%
UPS vs FANG
+1,416.0%
-1,286.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -3.4% | +1.2% | -4.6% | -3.6% |
| 30D | -2.7% | +2.4% | -5.1% | -3.1% |
| 3M | -1.6% | +5.1% | -6.7% | -2.4% |
| 6M | +2.3% | +16.4% | -14.1% | -0.1% |
| YTD | +5.6% | +39.0% | -33.4% | +0.6% |
| 1Y | +27.1% | +50.6% | -23.6% | +19.7% |
| 3Y | -26.3% | +46.9% | -73.2% | -31.0% |
| 5Y | -34.5% | +238.2% | -272.7% | -44.8% |
| 10Y | +37.1% | +181.3% | -144.1% | +11.1% |
| All | +129.3% | +1,416.0% | -1,286.6% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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