+44.3%
UPS vs FDS
+132.8%
-88.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.5% | +0.5% |
| 7D | -1.6% | -2.1% | +0.5% | -1.0% |
| 30D | +17.9% | +16.0% | +1.9% | +12.7% |
| 3M | +9.4% | +18.8% | -9.4% | +3.4% |
| 6M | +16.2% | +54.1% | -37.9% | -0.5% |
| YTD | +18.8% | +17.0% | +1.7% | +10.4% |
| 1Y | +26.1% | +25.5% | +0.6% | +13.7% |
| 3Y | -4.5% | -23.3% | +18.9% | +2.6% |
| 5Y | -33.2% | -22.6% | -10.6% | -29.6% |
| 10Y | +44.3% | +130.2% | -85.9% | -0.2% |
| All | +44.3% | +132.8% | -88.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling