+217.0%
UPS vs FN
+2,887.5%
-2,670.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.7% | -14.1% | -3.7% |
| 7D | 0.0% | 0.0% | +0.1% | -0.3% |
| 30D | +17.3% | -34.3% | +51.7% | +21.9% |
| 3M | +6.6% | -39.9% | +46.5% | +11.2% |
| 6M | +12.0% | -51.8% | +63.8% | +18.5% |
| YTD | +14.4% | -28.1% | +42.5% | +13.9% |
| 1Y | +23.3% | -29.1% | +52.4% | +22.5% |
| 3Y | -9.6% | +102.4% | -112.1% | -25.0% |
| 5Y | -34.1% | +171.7% | -205.8% | -48.7% |
| 10Y | +49.5% | +773.5% | -724.0% | -1.9% |
| All | +217.0% | +2,887.5% | -2,670.5% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling