-25.9%
UPS vs FTI
+276.6%
-302.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.5% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -2.3% | +12.3% | -14.7% | -3.9% |
| 3M | -5.2% | +13.8% | -19.0% | -6.9% |
| 6M | +1.4% | +24.3% | -22.9% | -2.0% |
| YTD | +6.1% | +75.8% | -69.7% | -2.1% |
| 1Y | +27.0% | +99.6% | -72.6% | +15.0% |
| All | -25.9% | +276.6% | -302.5% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling