+227.0%
UPS vs FIX
+28,130.7%
-27,903.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | -2.9% | +6.0% | -8.9% | -3.8% |
| 30D | -3.5% | -7.2% | +3.7% | -2.6% |
| 3M | -5.7% | -15.9% | +10.1% | -3.8% |
| 6M | -4.4% | +12.7% | -17.1% | -7.3% |
| YTD | +8.0% | +72.8% | -64.8% | -2.5% |
| 1Y | +29.0% | +122.9% | -93.9% | +10.8% |
| 3Y | -27.7% | +774.3% | -802.0% | -52.8% |
| 5Y | -34.3% | +2,049.5% | -2,083.8% | -63.6% |
| 10Y | +37.8% | +5,821.5% | -5,783.7% | -37.4% |
| All | +227.0% | +28,130.7% | -27,903.7% | +10.9% |
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