+29.0%
UPS vs FIX
+128.3%
-99.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -2.9% | +6.0% | -8.9% | -3.4% |
| 30D | -3.5% | -7.2% | +3.7% | -3.0% |
| 3M | -5.7% | -15.9% | +10.1% | -4.7% |
| 6M | -4.4% | +12.7% | -17.1% | -5.5% |
| YTD | +8.0% | +72.8% | -64.8% | +6.0% |
| 1Y | +29.0% | +122.9% | -93.9% | +25.6% |
| All | +29.0% | +128.3% | -99.2% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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