+30.6%
UPS vs FRMI
-93.1%
+123.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -10.6% | +15.3% | +4.7% |
| 7D | +8.2% | -39.7% | +48.0% | +8.2% |
| 30D | +22.7% | -55.2% | +77.9% | +22.7% |
| 3M | +6.4% | -71.2% | +77.6% | +6.5% |
| 6M | +22.6% | -64.1% | +86.7% | +22.5% |
| YTD | +20.7% | -77.2% | +98.0% | +20.6% |
| 1Y | +30.6% | -93.2% | +123.8% | +25.1% |
| All | +30.6% | -93.1% | +123.8% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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