+44.3%
UPS vs FIVE
+596.6%
-552.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.1% | +1.4% |
| 7D | +1.1% | +6.2% | -5.0% | 0.0% |
| 30D | +17.3% | +18.2% | -0.8% | +13.6% |
| 3M | +7.9% | +3.8% | +4.0% | +6.8% |
| 6M | +13.7% | +13.7% | 0.0% | +10.0% |
| YTD | +17.2% | +34.7% | -17.5% | +9.1% |
| 1Y | +23.2% | +66.6% | -43.4% | +10.0% |
| 3Y | -5.9% | +44.3% | -50.2% | -18.1% |
| 5Y | -33.1% | +18.8% | -51.8% | -41.2% |
| 10Y | +44.3% | +569.2% | -524.9% | +0.5% |
| All | +44.3% | +596.6% | -552.2% | +0.5% |
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