-34.5%
UPS vs FISV
-57.7%
+23.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -3.4% | -7.2% | +3.8% | -2.3% |
| 30D | -2.7% | -7.2% | +4.4% | -1.6% |
| 3M | -1.6% | -8.2% | +6.5% | -0.7% |
| 6M | +2.3% | -17.7% | +20.0% | +4.9% |
| YTD | +5.6% | -27.2% | +32.7% | +10.3% |
| 1Y | +27.1% | -63.0% | +90.0% | +45.7% |
| 3Y | -26.3% | -59.8% | +33.5% | -25.5% |
| 5Y | -34.5% | -55.8% | +21.3% | -39.6% |
| All | -34.5% | -57.7% | +23.2% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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