+36.1%
UPS vs FFIV
+239.4%
-203.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.1% | -2.3% |
| 7D | -3.7% | +3.5% | -7.1% | -4.6% |
| 30D | -3.7% | -1.3% | -2.4% | -3.6% |
| 3M | -6.6% | +2.4% | -8.9% | -7.6% |
| 6M | +2.6% | +41.8% | -39.2% | -7.8% |
| YTD | +4.8% | +58.5% | -53.7% | -9.2% |
| 1Y | +25.3% | +24.3% | +0.9% | +15.6% |
| 3Y | -26.9% | +152.0% | -178.9% | -46.6% |
| 5Y | -33.5% | +99.1% | -132.6% | -49.2% |
| 10Y | +36.1% | +242.8% | -206.7% | -14.1% |
| All | +36.1% | +239.4% | -203.3% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling