+227.0%
UPS vs FLEX
+671.2%
-444.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | -3.5% | -10.1% | +6.6% | -2.0% |
| 3M | -5.7% | -31.3% | +25.6% | -0.7% |
| 6M | -4.4% | +71.3% | -75.6% | -14.9% |
| YTD | +8.0% | +81.2% | -73.2% | -5.2% |
| 1Y | +29.0% | +98.5% | -69.5% | +11.0% |
| 3Y | -27.7% | +428.2% | -456.0% | -48.6% |
| 5Y | -34.3% | +657.3% | -691.6% | -56.4% |
| 10Y | +37.8% | +995.9% | -958.1% | -18.7% |
| All | +227.0% | +671.2% | -444.2% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling