-26.8%
UPS vs FND
-50.0%
+23.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.1% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | -3.7% | -19.6% | +15.8% | +1.9% |
| 3M | -6.6% | -4.3% | -2.2% | -6.3% |
| 6M | +2.6% | -20.4% | +23.0% | +7.6% |
| YTD | +4.8% | -21.9% | +26.6% | +10.0% |
| 1Y | +25.3% | -45.2% | +70.5% | +45.1% |
| All | -26.8% | -50.0% | +23.3% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling