+217.2%
UPS vs FISV
+719.4%
-502.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.1% | -0.1% |
| 7D | -3.7% | -6.4% | +2.7% | -2.0% |
| 30D | -3.7% | -6.8% | +3.1% | -2.0% |
| 3M | -6.6% | -10.0% | +3.4% | -4.6% |
| 6M | +2.6% | -20.6% | +23.2% | +7.8% |
| YTD | +4.8% | -27.6% | +32.4% | +12.5% |
| 1Y | +25.3% | -64.3% | +89.6% | +56.3% |
| 3Y | -26.9% | -60.0% | +33.1% | -14.8% |
| 5Y | -33.5% | -57.7% | +24.2% | -24.9% |
| 10Y | +36.1% | -3.0% | +39.1% | +16.3% |
| All | +217.2% | +719.4% | -502.2% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling