-6.3%
UPS vs FTI
+205.9%
-212.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -0.6% | +5.4% | -6.0% | -1.3% |
| 30D | +16.4% | -8.2% | +24.6% | +17.7% |
| 3M | +7.9% | -13.7% | +21.6% | +10.0% |
| 6M | +15.8% | -11.2% | +27.0% | +17.3% |
| YTD | +16.6% | +46.0% | -29.4% | +8.4% |
| 1Y | +22.3% | +51.8% | -29.5% | +12.9% |
| All | -6.3% | +205.9% | -212.1% | -25.5% |
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