+225.1%
UPS vs FN
+2,575.5%
-2,350.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.2% | +11.4% | -1.4% |
| 7D | +3.5% | -16.0% | +19.4% | +5.1% |
| 30D | +19.3% | -40.1% | +59.4% | +25.3% |
| 3M | +4.7% | -43.9% | +48.6% | +10.1% |
| 6M | +17.0% | -55.6% | +72.6% | +25.0% |
| YTD | +17.3% | -35.7% | +52.9% | +18.3% |
| 1Y | +27.4% | -39.8% | +67.2% | +28.9% |
| 3Y | -7.7% | +80.3% | -88.0% | -22.4% |
| 5Y | -32.4% | +143.3% | -175.7% | -46.7% |
| 10Y | +53.3% | +682.3% | -629.0% | +1.9% |
| All | +225.1% | +2,575.5% | -2,350.5% | +87.2% |
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 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