+36.7%
UPS vs FND
+66.0%
-29.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | -2.9% | -5.2% | +2.3% | -1.8% |
| 30D | -3.5% | -19.9% | +16.4% | +1.3% |
| 3M | -5.7% | +2.7% | -8.4% | -7.0% |
| 6M | -4.4% | -21.7% | +17.3% | -0.1% |
| YTD | +8.0% | -17.5% | +25.5% | +11.1% |
| 1Y | +29.0% | -39.3% | +68.3% | +41.6% |
| 3Y | -27.7% | -49.8% | +22.1% | -19.5% |
| 5Y | -34.3% | -60.1% | +25.7% | -26.5% |
| All | +36.7% | +66.0% | -29.3% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling