-33.7%
UPS vs FIVE
+31.2%
-65.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -2.2% |
| 7D | -2.9% | +4.3% | -7.1% | -3.7% |
| 30D | -3.5% | +12.5% | -16.0% | -5.9% |
| 3M | -5.7% | +31.2% | -37.0% | -11.0% |
| 6M | -4.4% | +14.4% | -18.7% | -7.9% |
| YTD | +8.0% | +33.9% | -25.9% | +0.6% |
| 1Y | +29.0% | +65.1% | -36.0% | +14.6% |
| 3Y | -27.7% | +49.0% | -76.7% | -37.6% |
| All | -33.7% | +31.2% | -65.0% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling