+30.6%
UPS vs FFIV
+33.5%
-2.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.7% |
| 7D | +8.2% | -9.8% | +18.0% | +8.5% |
| 30D | +22.7% | -28.1% | +50.8% | +23.6% |
| 3M | +6.4% | -20.0% | +26.5% | +6.7% |
| 6M | +22.6% | -0.1% | +22.7% | +20.8% |
| YTD | +20.7% | +29.2% | -8.5% | +14.7% |
| 1Y | +30.6% | +36.6% | -6.0% | +21.5% |
| All | +30.6% | +33.5% | -2.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling