+322.8%
UPS vs FTI
+1,779.9%
-1,457.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.2% | +1.5% |
| 7D | +3.8% | +4.3% | -0.5% | +3.0% |
| 30D | +17.4% | -4.7% | +22.0% | +18.1% |
| 3M | +8.2% | -13.5% | +21.7% | +10.8% |
| 6M | +17.9% | -8.7% | +26.7% | +19.2% |
| YTD | +18.7% | +49.0% | -30.3% | +9.2% |
| 1Y | +24.8% | +54.0% | -29.2% | +14.0% |
| 3Y | -4.5% | +211.6% | -216.2% | -25.2% |
| 5Y | -33.2% | +881.9% | -915.1% | -59.5% |
| 10Y | +44.2% | +188.1% | -143.8% | -0.7% |
| All | +322.8% | +1,779.9% | -1,457.1% | +77.5% |
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 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