+248.4%
UPS vs FLUT
+2,054.3%
-1,805.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -2.9% | -1.6% | -1.2% | -2.8% |
| 30D | -3.5% | +7.7% | -11.3% | -3.9% |
| 3M | -5.7% | -0.7% | -5.0% | -5.9% |
| 6M | -4.4% | -11.2% | +6.8% | -4.1% |
| YTD | +8.0% | -53.4% | +61.5% | +11.1% |
| 1Y | +29.0% | -65.8% | +94.8% | +34.3% |
| 3Y | -27.7% | -44.9% | +17.2% | -26.4% |
| 5Y | -34.3% | -49.7% | +15.4% | -33.7% |
| 10Y | +37.8% | -9.7% | +47.5% | +37.1% |
| All | +248.4% | +2,054.3% | -1,805.9% | +233.2% |
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