+24.8%
UPS vs FLUT
-63.2%
+88.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +1.9% |
| 7D | +3.8% | -0.7% | +4.5% | +3.8% |
| 30D | +17.4% | +9.3% | +8.1% | +16.7% |
| 3M | +8.2% | -17.5% | +25.7% | +9.0% |
| 6M | +17.9% | -14.6% | +32.6% | +17.8% |
| YTD | +18.7% | -62.3% | +81.0% | +34.1% |
| 1Y | +24.8% | -59.6% | +84.4% | +38.3% |
| All | +24.8% | -63.2% | +88.0% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling