-9.6%
UPS vs FIX
+448.6%
-458.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.4% | -7.9% | -2.7% |
| 7D | 0.0% | -17.5% | +17.5% | +0.8% |
| 30D | +17.3% | -41.6% | +58.9% | +20.6% |
| 3M | +6.6% | -40.6% | +47.2% | +9.3% |
| 6M | +12.0% | -49.4% | +61.4% | +15.8% |
| YTD | +14.4% | +9.2% | +5.2% | +12.9% |
| 1Y | +23.3% | +6.5% | +16.9% | +21.8% |
| 3Y | -9.6% | +448.7% | -458.4% | -22.8% |
| All | -9.6% | +448.6% | -458.2% | -22.8% |
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