+36.2%
UPS vs FE
+113.1%
-77.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -2.1% | +0.6% | -2.8% | -2.3% |
| 30D | -2.3% | -2.1% | -0.2% | -1.7% |
| 3M | -5.2% | +2.6% | -7.8% | -6.0% |
| 6M | +1.4% | -6.8% | +8.2% | +3.4% |
| YTD | +6.1% | +6.9% | -0.8% | +3.7% |
| 1Y | +27.0% | +11.6% | +15.4% | +22.2% |
| 3Y | -25.9% | +47.7% | -73.6% | -35.5% |
| 5Y | -34.6% | +46.2% | -80.8% | -43.4% |
| 10Y | +36.2% | +109.2% | -73.0% | +10.6% |
| All | +36.2% | +113.1% | -77.0% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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