+24.8%
UPS vs FND
-24.7%
+49.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.4% |
| 7D | +3.8% | -6.8% | +10.6% | +5.6% |
| 30D | +17.4% | +8.0% | +9.4% | +15.0% |
| 3M | +8.2% | -18.9% | +27.1% | +13.1% |
| 6M | +17.9% | +4.7% | +13.3% | +14.8% |
| YTD | +18.7% | -21.6% | +40.3% | +24.2% |
| 1Y | +24.8% | -22.0% | +46.8% | +30.5% |
| All | +24.8% | -24.7% | +49.5% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling