+259.3%
UPS vs FITB
+154.9%
+104.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | +3.8% | +2.8% | +1.0% | +3.3% |
| 30D | +17.4% | +9.8% | +7.6% | +15.3% |
| 3M | +8.2% | -5.2% | +13.4% | +9.3% |
| 6M | +17.9% | +17.3% | +0.6% | +14.4% |
| YTD | +18.7% | +19.3% | -0.6% | +14.7% |
| 1Y | +24.8% | +32.7% | -7.9% | +18.3% |
| 3Y | -4.5% | +141.6% | -146.1% | -19.3% |
| 5Y | -33.2% | +48.9% | -82.1% | -39.1% |
| 10Y | +44.2% | +216.5% | -172.3% | +11.0% |
| All | +259.3% | +154.9% | +104.4% | +137.7% |
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