+221.2%
UPS vs FITB
+152.9%
+68.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -2.1% | +2.8% | -5.0% | -2.6% |
| 30D | -2.3% | -4.5% | +2.2% | -1.5% |
| 3M | -5.2% | +5.7% | -10.9% | -6.2% |
| 6M | +1.4% | +17.1% | -15.7% | -1.6% |
| YTD | +6.1% | +18.3% | -12.2% | +2.7% |
| 1Y | +27.0% | +23.9% | +3.1% | +21.7% |
| 3Y | -25.9% | +131.1% | -157.0% | -37.0% |
| 5Y | -34.6% | +71.1% | -105.7% | -41.8% |
| 10Y | +36.2% | +283.9% | -247.7% | +1.6% |
| All | +221.2% | +152.9% | +68.3% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling