-9.6%
UPS vs FGI
+1.5%
-11.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.5% |
| 7D | 0.0% | -7.0% | +7.0% | +0.1% |
| 30D | +17.3% | -4.2% | +21.6% | +17.4% |
| 3M | +6.6% | +55.6% | -49.0% | +5.6% |
| 6M | +12.0% | -3.2% | +15.2% | +11.2% |
| YTD | +14.4% | +29.1% | -14.8% | +12.9% |
| 1Y | +23.3% | +51.0% | -27.7% | +21.5% |
| 3Y | -9.6% | +1.5% | -11.1% | -9.3% |
| All | -9.6% | +1.5% | -11.1% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling