+37.9%
UPS vs FN
+900.0%
-862.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.5% |
| 7D | -2.9% | -1.7% | -1.2% | -2.7% |
| 30D | -3.5% | -22.0% | +18.5% | -1.2% |
| 3M | -5.7% | -43.0% | +37.3% | -0.3% |
| 6M | -4.4% | -27.7% | +23.4% | -3.0% |
| YTD | +8.0% | -10.5% | +18.5% | +5.6% |
| 1Y | +29.0% | +12.5% | +16.5% | +21.2% |
| 3Y | -27.7% | +153.8% | -181.5% | -43.8% |
| 5Y | -34.3% | +288.0% | -322.3% | -54.5% |
| All | +37.9% | +900.0% | -862.1% | -20.6% |
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