-24.6%
UPS vs FLEX
+450.9%
-475.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | -3.5% | -10.1% | +6.6% | -2.5% |
| 3M | -5.7% | -31.3% | +25.6% | -2.3% |
| 6M | -4.4% | +71.3% | -75.6% | -12.3% |
| YTD | +8.0% | +81.2% | -73.2% | -2.2% |
| 1Y | +29.0% | +98.5% | -69.5% | +14.7% |
| All | -24.6% | +450.9% | -475.5% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling