+40.2%
UPS vs FTV
+90.8%
-50.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -2.9% | -4.5% | +1.6% | -0.9% |
| 30D | -3.5% | -7.1% | +3.6% | -0.4% |
| 3M | -5.7% | -7.2% | +1.5% | -2.9% |
| 6M | -4.4% | -1.5% | -2.9% | -4.4% |
| YTD | +8.0% | +3.5% | +4.5% | +5.1% |
| 1Y | +29.0% | +20.3% | +8.7% | +17.2% |
| 3Y | -27.7% | -3.1% | -24.6% | -28.7% |
| 5Y | -34.3% | +2.3% | -36.7% | -37.8% |
| 10Y | +37.8% | +76.3% | -38.5% | +8.9% |
| All | +40.2% | +90.8% | -50.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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