+254.7%
UPS vs FDS
+1,756.0%
-1,501.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.5% |
| 7D | +1.1% | -5.0% | +6.1% | +2.4% |
| 30D | +17.3% | +13.8% | +3.6% | +13.5% |
| 3M | +7.9% | +14.8% | -7.0% | +3.7% |
| 6M | +13.7% | +47.4% | -33.6% | +1.4% |
| YTD | +17.2% | +14.2% | +3.0% | +10.2% |
| 1Y | +23.2% | +26.6% | -3.4% | +12.4% |
| 3Y | -5.9% | -24.4% | +18.6% | -2.7% |
| 5Y | -33.1% | -22.6% | -10.4% | -31.6% |
| 10Y | +44.3% | +130.0% | -85.7% | +10.8% |
| All | +254.7% | +1,756.0% | -1,501.2% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling