+283.0%
UPS vs FLUT
+1,739.7%
-1,456.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.4% | +1.1% |
| 7D | -1.6% | +4.5% | -6.2% | -1.8% |
| 30D | +17.9% | +9.2% | +8.7% | +17.5% |
| 3M | +9.4% | -13.7% | +23.1% | +9.9% |
| 6M | +16.2% | -9.0% | +25.2% | +16.3% |
| YTD | +18.8% | -60.2% | +79.0% | +22.9% |
| 1Y | +26.1% | -63.1% | +89.2% | +30.8% |
| 3Y | -4.5% | -42.5% | +38.0% | -2.7% |
| 5Y | -33.2% | -47.6% | +14.3% | -32.4% |
| 10Y | +44.3% | -22.9% | +67.2% | +44.4% |
| All | +283.0% | +1,739.7% | -1,456.7% | +268.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling