-33.5%
UPS vs FTI
+1,177.2%
-1,210.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | -3.7% | -2.3% | -1.3% | -3.3% |
| 30D | -3.7% | +5.0% | -8.8% | -4.5% |
| 3M | -6.6% | +13.8% | -20.4% | -8.7% |
| 6M | +2.6% | +22.9% | -20.3% | -1.3% |
| YTD | +4.8% | +75.0% | -70.2% | -4.9% |
| 1Y | +25.3% | +96.9% | -71.6% | +11.3% |
| 3Y | -26.9% | +276.7% | -303.6% | -42.8% |
| 5Y | -33.5% | +1,157.0% | -1,190.5% | -60.0% |
| All | -33.5% | +1,177.2% | -1,210.7% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling