+259.5%
UPS vs FLEX
+456.1%
-196.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.7% |
| 7D | -1.6% | +2.2% | -3.9% | -2.2% |
| 30D | +17.9% | -32.6% | +50.6% | +24.4% |
| 3M | +9.4% | -35.5% | +44.9% | +15.7% |
| 6M | +16.2% | -45.6% | +61.7% | +25.1% |
| YTD | +18.8% | +30.7% | -12.0% | +8.4% |
| 1Y | +26.1% | +28.4% | -2.3% | +15.2% |
| 3Y | -4.5% | +301.7% | -306.1% | -29.7% |
| 5Y | -33.2% | +473.3% | -506.5% | -54.2% |
| 10Y | +44.3% | +651.7% | -607.4% | -10.7% |
| All | +259.5% | +456.1% | -196.6% | +80.3% |
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