+26.1%
UPS vs FIVE
+66.9%
-40.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +17.9% | +17.4% | +0.5% | +16.1% |
| 3M | +9.4% | +7.0% | +2.4% | +8.3% |
| 6M | +16.2% | +20.5% | -4.3% | +12.8% |
| YTD | +18.8% | +33.1% | -14.4% | +11.8% |
| 1Y | +26.1% | +67.1% | -41.0% | +12.4% |
| All | +26.1% | +66.9% | -40.8% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling