+44.3%
UPS vs FN
+837.6%
-793.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.9% | -9.4% | +1.2% |
| 7D | +1.1% | +16.3% | -15.1% | -0.9% |
| 30D | +17.3% | -24.7% | +42.1% | +20.3% |
| 3M | +7.9% | -34.9% | +42.8% | +11.8% |
| 6M | +13.7% | -41.1% | +54.8% | +18.0% |
| YTD | +17.2% | -19.6% | +36.8% | +14.8% |
| 1Y | +23.2% | -18.5% | +41.8% | +19.9% |
| 3Y | -5.9% | +119.1% | -125.0% | -26.1% |
| 5Y | -33.1% | +206.9% | -240.0% | -52.2% |
| 10Y | +44.3% | +826.4% | -782.1% | -15.0% |
| All | +44.3% | +837.6% | -793.3% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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