-36.2%
UPS vs FGI
-70.4%
+34.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.7% | -1.3% |
| 7D | -2.9% | +0.5% | -3.4% | -2.9% |
| 30D | -3.5% | +65.4% | -68.9% | -4.9% |
| 3M | -5.7% | +23.5% | -29.2% | -6.8% |
| 6M | -4.4% | +60.5% | -64.9% | -6.5% |
| YTD | +8.0% | +30.0% | -22.0% | +5.9% |
| 1Y | +29.0% | +82.1% | -53.0% | +24.5% |
| 3Y | -27.7% | -4.4% | -23.3% | -29.5% |
| All | -36.2% | -70.4% | +34.2% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling