+36.4%
UPS vs FLR
+19.7%
+16.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -2.0% | -3.5% | +1.5% | -1.6% |
| 30D | -2.0% | +4.2% | -6.1% | -2.4% |
| 3M | -6.2% | +8.1% | -14.3% | -7.3% |
| 6M | +2.8% | +21.5% | -18.8% | +0.1% |
| YTD | +5.9% | +36.8% | -30.9% | +1.8% |
| 1Y | +26.2% | +31.2% | -5.0% | +21.5% |
| 3Y | -26.0% | +53.9% | -79.9% | -31.2% |
| 5Y | -34.3% | +243.0% | -277.3% | -43.7% |
| All | +36.4% | +19.7% | +16.6% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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