+113.2%
UPS vs FIVE
+868.1%
-754.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -2.0% |
| 7D | -2.9% | +4.3% | -7.1% | -3.6% |
| 30D | -3.5% | +12.5% | -16.0% | -5.5% |
| 3M | -5.7% | +31.2% | -37.0% | -10.1% |
| 6M | -4.4% | +14.4% | -18.7% | -7.3% |
| YTD | +8.0% | +33.9% | -25.9% | +1.9% |
| 1Y | +29.0% | +65.1% | -36.0% | +17.1% |
| 3Y | -27.7% | +49.0% | -76.7% | -36.2% |
| 5Y | -34.3% | +30.3% | -64.6% | -42.2% |
| 10Y | +37.8% | +481.1% | -443.3% | -0.8% |
| All | +113.2% | +868.1% | -754.9% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling