+26.9%
UPS vs FRMI
-77.3%
+104.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.5% | -13.3% | -1.9% |
| 7D | -2.1% | +23.3% | -25.4% | -2.4% |
| 30D | -2.3% | -7.6% | +5.3% | -2.3% |
| 3M | -5.2% | +0.2% | -5.4% | -5.5% |
| 6M | +1.4% | -28.7% | +30.1% | +1.3% |
| YTD | +6.1% | -28.6% | +34.7% | +5.7% |
| All | +26.9% | -77.3% | +104.2% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling