+27.1%
UPS vs FITB
+24.5%
+2.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -3.4% | -1.0% | -2.4% | -3.0% |
| 30D | -2.7% | -5.5% | +2.8% | -0.6% |
| 3M | -1.6% | +4.1% | -5.8% | -3.3% |
| 6M | +2.3% | +18.7% | -16.4% | -4.4% |
| YTD | +5.6% | +18.2% | -12.6% | -0.5% |
| 1Y | +27.1% | +23.7% | +3.4% | +17.9% |
| All | +27.1% | +24.5% | +2.6% | +17.9% |
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