+26.1%
UPS vs FN
-19.6%
+45.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +1.2% |
| 7D | -1.6% | +8.0% | -9.6% | -1.6% |
| 30D | +17.9% | -19.1% | +37.1% | +18.2% |
| 3M | +9.4% | -29.8% | +39.2% | +10.0% |
| 6M | +16.2% | -43.2% | +59.4% | +16.9% |
| YTD | +18.8% | -18.9% | +37.7% | +18.4% |
| 1Y | +26.1% | -17.9% | +44.0% | +25.2% |
| All | +26.1% | -19.6% | +45.7% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling