+36.2%
UPS vs FLUT
-9.2%
+45.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -2.1% | +3.8% | -5.9% | -2.4% |
| 30D | -2.3% | +6.3% | -8.6% | -2.8% |
| 3M | -5.2% | -4.0% | -1.2% | -5.2% |
| 6M | +1.4% | -10.3% | +11.7% | +1.8% |
| YTD | +6.1% | -53.2% | +59.3% | +11.8% |
| 1Y | +27.0% | -65.0% | +92.0% | +36.6% |
| 3Y | -25.9% | -43.9% | +18.0% | -23.5% |
| 5Y | -34.6% | -49.2% | +14.7% | -34.0% |
| 10Y | +36.2% | -9.2% | +45.3% | +37.6% |
| All | +36.2% | -9.2% | +45.3% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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