+33.6%
UPS vs FND
+54.9%
-21.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.1% |
| 7D | -3.4% | -5.1% | +1.7% | -2.3% |
| 30D | -2.7% | -22.5% | +19.8% | +2.9% |
| 3M | -1.6% | -5.0% | +3.4% | -1.2% |
| 6M | +2.3% | -21.5% | +23.9% | +6.8% |
| YTD | +5.6% | -23.0% | +28.6% | +10.3% |
| 1Y | +27.1% | -44.9% | +71.9% | +42.6% |
| 3Y | -26.3% | -50.0% | +23.7% | -17.7% |
| 5Y | -34.5% | -63.3% | +28.9% | -25.3% |
| All | +33.6% | +54.9% | -21.3% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling