+315.2%
UPS vs FTI
+1,741.8%
-1,426.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -0.6% | +5.4% | -6.0% | -1.6% |
| 30D | +16.4% | -8.2% | +24.6% | +18.0% |
| 3M | +7.9% | -13.7% | +21.6% | +10.5% |
| 6M | +15.8% | -11.2% | +27.0% | +17.6% |
| YTD | +16.6% | +46.0% | -29.4% | +7.6% |
| 1Y | +22.3% | +51.8% | -29.5% | +12.0% |
| 3Y | -6.2% | +206.7% | -212.9% | -26.3% |
| 5Y | -34.4% | +862.0% | -896.4% | -60.1% |
| 10Y | +41.7% | +182.3% | -140.6% | -2.1% |
| All | +315.2% | +1,741.8% | -1,426.7% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling