+30.6%
UPS vs FIX
+14.3%
+16.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -15.1% | +19.8% | +5.2% |
| 7D | +8.2% | -18.9% | +27.1% | +9.1% |
| 30D | +22.7% | -36.3% | +59.0% | +25.7% |
| 3M | +6.4% | -38.5% | +45.0% | +9.3% |
| 6M | +22.6% | -42.3% | +64.9% | +26.1% |
| YTD | +20.7% | +17.1% | +3.6% | +22.0% |
| 1Y | +30.6% | +14.4% | +16.2% | +32.1% |
| All | +30.6% | +14.3% | +16.4% | +32.1% |
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