+44.3%
UPS vs FIVE
+535.9%
-491.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +17.9% | +17.4% | +0.5% | +14.4% |
| 3M | +9.4% | +7.0% | +2.4% | +7.7% |
| 6M | +16.2% | +20.5% | -4.3% | +11.1% |
| YTD | +18.8% | +33.1% | -14.4% | +10.9% |
| 1Y | +26.1% | +67.1% | -41.0% | +12.5% |
| 3Y | -4.5% | +41.9% | -46.4% | -16.6% |
| 5Y | -33.2% | +21.1% | -54.3% | -41.6% |
| 10Y | +44.3% | +518.8% | -474.5% | +1.1% |
| All | +44.3% | +535.9% | -491.6% | +1.1% |
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