-34.4%
UPS vs FIX
+1,055.8%
-1,090.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.5% |
| 7D | -0.6% | +17.0% | -17.6% | -2.3% |
| 30D | +16.4% | -30.6% | +47.0% | +20.7% |
| 3M | +7.9% | -35.0% | +43.0% | +12.4% |
| 6M | +15.8% | -44.0% | +59.8% | +22.4% |
| YTD | +16.6% | +21.1% | -4.6% | +10.7% |
| 1Y | +22.3% | +16.3% | +6.0% | +16.5% |
| 3Y | -6.2% | +507.4% | -513.6% | -40.9% |
| 5Y | -34.4% | +1,052.1% | -1,086.5% | -69.0% |
| All | -34.4% | +1,055.8% | -1,090.2% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling