-32.7%
UPS vs FN
+169.4%
-202.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.3% | +9.1% | +2.3% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +17.4% | -16.5% | +33.9% | +18.3% |
| 3M | +8.2% | -42.1% | +50.3% | +11.5% |
| 6M | +17.9% | -52.9% | +70.8% | +22.7% |
| YTD | +18.7% | -28.0% | +46.7% | +17.7% |
| 1Y | +24.8% | -18.5% | +43.3% | +22.0% |
| 3Y | -4.5% | +93.9% | -98.4% | -20.1% |
| All | -32.7% | +169.4% | -202.1% | -51.9% |
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