+252.9%
UPS vs FE
+524.6%
-271.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +16.4% | +3.9% | +12.6% | +15.1% |
| 3M | +7.9% | -0.1% | +8.0% | +7.9% |
| 6M | +15.8% | +6.1% | +9.8% | +13.7% |
| YTD | +16.6% | +8.1% | +8.5% | +13.6% |
| 1Y | +22.3% | +4.4% | +17.9% | +20.3% |
| 3Y | -6.2% | +49.0% | -55.2% | -17.8% |
| 5Y | -34.4% | +46.1% | -80.5% | -42.7% |
| 10Y | +41.7% | +122.6% | -80.9% | +5.5% |
| All | +252.9% | +524.6% | -271.8% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling