+36.0%
UPS vs FLEX
+1,045.7%
-1,009.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.6% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -2.7% | -11.8% | +9.0% | -0.5% |
| 3M | -1.6% | -22.6% | +20.9% | +2.2% |
| 6M | +2.3% | +77.3% | -75.0% | -13.1% |
| YTD | +5.6% | +78.8% | -73.2% | -11.2% |
| 1Y | +27.1% | +86.1% | -59.0% | +5.1% |
| 3Y | -26.3% | +446.2% | -472.5% | -54.9% |
| 5Y | -34.5% | +689.7% | -724.2% | -64.1% |
| All | +36.0% | +1,045.7% | -1,009.8% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling