+45.9%
UPS vs FN
+700.1%
-654.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.3% | +9.1% | +2.6% |
| 7D | +3.8% | +0.3% | +3.5% | +3.6% |
| 30D | +17.4% | -16.5% | +33.9% | +18.9% |
| 3M | +8.2% | -42.1% | +50.3% | +13.5% |
| 6M | +17.9% | -52.9% | +70.8% | +25.6% |
| YTD | +18.7% | -28.0% | +46.7% | +17.6% |
| 1Y | +24.8% | -18.5% | +43.3% | +21.0% |
| 3Y | -4.5% | +93.9% | -98.4% | -24.0% |
| 5Y | -33.2% | +170.5% | -203.7% | -51.7% |
| All | +45.9% | +700.1% | -654.2% | -13.3% |
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