+54.1%
UPS vs FTV
+127.6%
-73.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.8% | +3.9% | -0.1% | +2.1% |
| 30D | +17.4% | +18.7% | -1.3% | +8.8% |
| 3M | +8.2% | +10.0% | -1.8% | +3.6% |
| 6M | +17.9% | +14.6% | +3.4% | +10.5% |
| YTD | +18.7% | +23.4% | -4.7% | +6.8% |
| 1Y | +24.8% | +31.3% | -6.5% | +9.2% |
| 3Y | -4.5% | +39.8% | -44.3% | -19.9% |
| 5Y | -33.2% | +17.7% | -50.9% | -40.6% |
| 10Y | +44.2% | +110.2% | -66.0% | +5.2% |
| All | +54.1% | +127.6% | -73.5% | +10.1% |
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