-34.6%
UPS vs FLEX
+698.8%
-733.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.5% |
| 7D | -2.1% | +7.0% | -9.1% | -3.3% |
| 30D | -2.3% | -5.8% | +3.5% | -1.5% |
| 3M | -5.2% | -24.2% | +19.0% | -1.5% |
| 6M | +1.4% | +90.8% | -89.4% | -14.2% |
| YTD | +6.1% | +89.2% | -83.1% | -10.8% |
| 1Y | +27.0% | +104.7% | -77.7% | +3.9% |
| 3Y | -25.9% | +478.1% | -504.0% | -57.0% |
| 5Y | -34.6% | +726.2% | -760.8% | -68.2% |
| All | -34.6% | +698.8% | -733.4% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling