+26.1%
UPS vs FGI
+50.2%
-24.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +1.2% |
| 7D | -1.6% | +6.9% | -8.5% | -1.7% |
| 30D | +17.9% | +3.9% | +14.0% | +17.8% |
| 3M | +9.4% | +74.3% | -64.9% | +7.6% |
| 6M | +16.2% | +28.9% | -12.8% | +14.5% |
| YTD | +18.8% | +39.1% | -20.4% | +16.1% |
| 1Y | +26.1% | +49.3% | -23.2% | +23.2% |
| All | +26.1% | +50.2% | -24.1% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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