+296.3%
UPS vs FLR
+513.8%
-217.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +3.8% | +5.4% | -1.6% | +2.9% |
| 30D | +17.4% | +2.8% | +14.5% | +16.7% |
| 3M | +8.2% | -6.4% | +14.6% | +9.0% |
| 6M | +17.9% | +8.8% | +9.2% | +15.3% |
| YTD | +18.7% | +23.6% | -4.9% | +13.0% |
| 1Y | +24.8% | +13.8% | +11.0% | +20.3% |
| 3Y | -4.5% | +36.5% | -41.0% | -13.5% |
| 5Y | -33.2% | +119.3% | -152.6% | -45.2% |
| 10Y | +44.2% | +8.0% | +36.3% | +21.1% |
| All | +296.3% | +513.8% | -217.5% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling