-32.2%
UPS vs FRSH
-72.4%
+40.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -1.1% |
| 7D | -3.7% | -9.6% | +5.9% | -2.5% |
| 30D | -3.7% | -0.4% | -3.3% | -3.8% |
| 3M | -6.6% | +27.2% | -33.7% | -9.7% |
| 6M | +2.6% | +42.2% | -39.6% | -2.8% |
| YTD | +4.8% | -2.6% | +7.4% | +4.0% |
| 1Y | +25.3% | -10.2% | +35.4% | +25.6% |
| 3Y | -26.9% | -45.5% | +18.7% | -23.3% |
| All | -32.2% | -72.4% | +40.2% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling