+30.6%
UPS vs FITB
+36.9%
-6.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.0% |
| 7D | +8.2% | +2.3% | +5.9% | +7.0% |
| 30D | +22.7% | +7.7% | +15.0% | +18.5% |
| 3M | +6.4% | -4.5% | +10.9% | +8.6% |
| 6M | +22.6% | +12.5% | +10.1% | +15.4% |
| YTD | +20.7% | +19.8% | +0.9% | +9.1% |
| 1Y | +30.6% | +34.1% | -3.5% | +11.4% |
| All | +30.6% | +36.9% | -6.2% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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