-33.7%
UPS vs FFIV
+91.3%
-125.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -2.9% | -1.0% | -1.9% | -2.7% |
| 30D | -3.5% | -5.1% | +1.6% | -2.4% |
| 3M | -5.7% | -4.5% | -1.3% | -5.1% |
| 6M | -4.4% | +36.5% | -40.8% | -12.8% |
| YTD | +8.0% | +53.0% | -44.9% | -5.1% |
| 1Y | +29.0% | +24.2% | +4.8% | +19.5% |
| 3Y | -27.7% | +137.2% | -164.9% | -47.5% |
| All | -33.7% | +91.3% | -125.0% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling