-4.5%
UPS vs FIX
+529.6%
-534.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.8% | +1.0% |
| 7D | -1.6% | +6.4% | -8.1% | -2.0% |
| 30D | +17.9% | -29.1% | +47.0% | +19.9% |
| 3M | +9.4% | -31.1% | +40.5% | +11.3% |
| 6M | +16.2% | -42.8% | +59.0% | +19.4% |
| YTD | +18.8% | +24.6% | -5.9% | +16.4% |
| 1Y | +26.1% | +21.9% | +4.2% | +23.7% |
| All | -4.5% | +529.6% | -534.1% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling