+43.3%
UPS vs FIVE
+505.3%
-462.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -0.6% | +2.4% | -3.0% | -1.1% |
| 30D | +16.4% | +15.8% | +0.6% | +13.2% |
| 3M | +7.9% | +3.8% | +4.1% | +6.8% |
| 6M | +15.8% | +18.5% | -2.7% | +11.1% |
| YTD | +16.6% | +31.2% | -14.7% | +9.1% |
| 1Y | +22.3% | +61.8% | -39.5% | +9.8% |
| 3Y | -6.2% | +39.9% | -46.1% | -17.9% |
| 5Y | -34.4% | +18.3% | -52.7% | -42.4% |
| All | +43.3% | +505.3% | -462.0% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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