+227.0%
UPS vs FE
+522.1%
-295.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -2.9% | +1.9% | -4.8% | -3.4% |
| 30D | -3.5% | -1.2% | -2.3% | -3.2% |
| 3M | -5.7% | +3.5% | -9.2% | -6.7% |
| 6M | -4.4% | -6.1% | +1.7% | -2.8% |
| YTD | +8.0% | +7.6% | +0.4% | +5.4% |
| 1Y | +29.0% | +11.9% | +17.1% | +24.2% |
| 3Y | -27.7% | +48.4% | -76.1% | -36.7% |
| 5Y | -34.3% | +44.8% | -79.1% | -42.5% |
| 10Y | +37.8% | +115.9% | -78.1% | +3.3% |
| All | +227.0% | +522.1% | -295.1% | +101.8% |
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