-33.5%
UPS vs FN
+194.7%
-228.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.8% | +0.4% |
| 7D | +1.7% | -4.1% | +5.8% | +1.8% |
| 30D | +17.4% | -28.3% | +45.8% | +19.6% |
| 3M | +7.7% | -33.9% | +41.6% | +10.0% |
| 6M | +13.8% | -43.9% | +57.7% | +16.8% |
| YTD | +17.3% | -23.4% | +40.7% | +15.9% |
| 1Y | +27.2% | -25.4% | +52.6% | +25.6% |
| 3Y | -5.6% | +107.9% | -113.5% | -21.4% |
| 5Y | -33.5% | +195.1% | -228.6% | -52.6% |
| All | -33.5% | +194.7% | -228.3% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling