-33.5%
UPS vs FITB
+48.3%
-81.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | +17.4% | +7.0% | +10.4% | +14.2% |
| 3M | +7.7% | -4.4% | +12.1% | +9.6% |
| 6M | +13.8% | +11.6% | +2.3% | +8.5% |
| YTD | +17.3% | +18.6% | -1.3% | +8.8% |
| 1Y | +27.2% | +29.8% | -2.7% | +13.7% |
| 3Y | -5.6% | +140.7% | -146.3% | -35.3% |
| 5Y | -33.5% | +48.6% | -82.1% | -45.3% |
| All | -33.5% | +48.3% | -81.9% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling