+1.0%
UPS vs FPS
-14.9%
+15.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.8% |
| 7D | +3.8% | +13.6% | -9.8% | +3.4% |
| 30D | +17.4% | -32.4% | +49.7% | +18.0% |
| 3M | +8.2% | -41.1% | +49.3% | +9.5% |
| 6M | +17.9% | -51.4% | +69.4% | +19.4% |
| All | +1.0% | -14.9% | +15.9% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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