+227.0%
UPS vs FDS
+1,615.3%
-1,388.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.3% |
| 7D | -2.9% | -1.9% | -1.0% | -2.4% |
| 30D | -3.5% | +9.0% | -12.5% | -5.7% |
| 3M | -5.7% | +18.9% | -24.6% | -10.6% |
| 6M | -4.4% | +35.1% | -39.5% | -13.0% |
| YTD | +8.0% | +5.5% | +2.5% | +3.9% |
| 1Y | +29.0% | -16.8% | +45.8% | +31.3% |
| 3Y | -27.7% | -28.1% | +0.3% | -24.1% |
| 5Y | -34.3% | -17.4% | -16.9% | -33.8% |
| 10Y | +37.8% | +85.4% | -47.7% | +11.6% |
| All | +227.0% | +1,615.3% | -1,388.3% | +59.1% |
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