+255.0%
UPS vs FIX
+19,287.9%
-19,032.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | +1.7% | -13.9% | +15.7% | +3.6% |
| 30D | +17.4% | -35.5% | +53.0% | +24.5% |
| 3M | +7.7% | -33.9% | +41.7% | +13.3% |
| 6M | +13.8% | -43.3% | +57.1% | +21.9% |
| YTD | +17.3% | +18.7% | -1.4% | +10.9% |
| 1Y | +27.2% | +13.8% | +13.4% | +20.6% |
| 3Y | -5.6% | +495.0% | -500.6% | -35.2% |
| 5Y | -33.5% | +1,049.0% | -1,082.6% | -59.7% |
| 10Y | +43.7% | +3,644.4% | -3,600.8% | -30.6% |
| All | +255.0% | +19,287.9% | -19,032.9% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling