+36.4%
UPS vs FITB
+290.8%
-254.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -2.0% | -5.7% | +3.7% | -0.2% |
| 3M | -6.2% | +3.2% | -9.4% | -7.2% |
| 6M | +2.8% | +23.4% | -20.6% | -4.0% |
| YTD | +5.9% | +18.8% | -12.9% | 0.0% |
| 1Y | +26.2% | +25.0% | +1.3% | +17.0% |
| 3Y | -26.0% | +131.2% | -157.2% | -43.9% |
| 5Y | -34.3% | +70.7% | -105.0% | -46.3% |
| All | +36.4% | +290.8% | -254.4% | -12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling