+45.9%
UPS vs FTI
+189.4%
-143.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.2% | +1.5% |
| 7D | +3.8% | +4.3% | -0.5% | +3.1% |
| 30D | +17.4% | -4.7% | +22.0% | +18.0% |
| 3M | +8.2% | -13.5% | +21.7% | +10.3% |
| 6M | +17.9% | -8.7% | +26.7% | +18.9% |
| YTD | +18.7% | +49.0% | -30.3% | +10.9% |
| 1Y | +24.8% | +54.0% | -29.2% | +16.0% |
| 3Y | -4.5% | +211.6% | -216.2% | -21.6% |
| 5Y | -33.2% | +881.9% | -915.1% | -55.3% |
| All | +45.9% | +189.4% | -143.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling