+44.3%
UPS vs FIX
+4,032.2%
-3,987.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -7.0% | +0.9% |
| 7D | +1.1% | -7.2% | +8.4% | +1.8% |
| 30D | +17.3% | -35.1% | +52.4% | +25.2% |
| 3M | +7.9% | -34.3% | +42.1% | +14.3% |
| 6M | +13.7% | -42.9% | +56.7% | +22.8% |
| YTD | +17.2% | +19.5% | -2.3% | +8.9% |
| 1Y | +23.2% | +16.8% | +6.5% | +14.6% |
| 3Y | -5.9% | +506.7% | -512.6% | -44.6% |
| 5Y | -33.1% | +1,046.7% | -1,079.8% | -67.7% |
| 10Y | +44.3% | +3,800.0% | -3,755.6% | -50.2% |
| All | +44.3% | +4,032.2% | -3,987.9% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling