-34.5%
UPS vs FIX
+933.9%
-968.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.4% | -7.9% | -3.1% |
| 7D | 0.0% | -17.5% | +17.5% | +1.8% |
| 30D | +17.3% | -41.6% | +58.9% | +24.1% |
| 3M | +6.6% | -40.6% | +47.2% | +12.1% |
| 6M | +12.0% | -49.4% | +61.4% | +19.7% |
| YTD | +14.4% | +9.2% | +5.2% | +9.9% |
| 1Y | +23.3% | +6.5% | +16.9% | +18.5% |
| 3Y | -9.6% | +448.7% | -458.4% | -42.4% |
| All | -34.5% | +933.9% | -968.4% | -68.8% |
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 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