-33.7%
UPS vs FLUT
-50.4%
+16.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -2.9% | -1.6% | -1.2% | -2.7% |
| 30D | -3.5% | +7.7% | -11.3% | -4.5% |
| 3M | -5.7% | -0.7% | -5.0% | -6.2% |
| 6M | -4.4% | -11.2% | +6.8% | -3.7% |
| YTD | +8.0% | -53.4% | +61.5% | +18.4% |
| 1Y | +29.0% | -65.8% | +94.8% | +47.1% |
| 3Y | -27.7% | -44.9% | +17.2% | -24.0% |
| All | -33.7% | -50.4% | +16.6% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling