+43.3%
UPS vs FITB
+208.7%
-165.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -0.6% | +0.8% | -1.4% | -0.8% |
| 30D | +16.4% | +7.3% | +9.1% | +13.9% |
| 3M | +7.9% | -6.3% | +14.2% | +10.2% |
| 6M | +15.8% | +12.6% | +3.3% | +11.3% |
| YTD | +16.6% | +18.0% | -1.4% | +10.3% |
| 1Y | +22.3% | +28.9% | -6.6% | +12.5% |
| 3Y | -6.2% | +139.4% | -145.6% | -29.4% |
| 5Y | -34.4% | +47.2% | -81.6% | -44.2% |
| All | +43.3% | +208.7% | -165.4% | -3.4% |
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 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