-31.4%
UPS vs FRSH
-72.5%
+41.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.0% | -6.6% | +4.6% | -1.1% |
| 30D | -2.0% | +2.1% | -4.1% | -2.3% |
| 3M | -6.2% | +29.0% | -35.2% | -9.6% |
| 6M | +2.8% | +48.6% | -45.9% | -3.2% |
| YTD | +5.9% | -2.9% | +8.8% | +5.1% |
| 1Y | +26.2% | -7.9% | +34.1% | +26.1% |
| 3Y | -26.0% | -46.5% | +20.5% | -22.2% |
| All | -31.4% | -72.5% | +41.1% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 5y: compounded portfolio wealth divided by compounded FRSH 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…
5y analysis · Full analysis span regression · 6 months rolling