+51.3%
UPS vs FTV
+127.3%
-76.0%
-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% | -1.8% | -1.8% |
| 7D | -0.6% | +3.7% | -4.3% | -2.2% |
| 30D | +16.4% | +16.8% | -0.4% | +8.7% |
| 3M | +7.9% | +10.4% | -2.5% | +3.2% |
| 6M | +15.8% | +12.8% | +3.0% | +9.3% |
| YTD | +16.6% | +23.3% | -6.7% | +4.9% |
| 1Y | +22.3% | +31.0% | -8.7% | +7.1% |
| 3Y | -6.2% | +38.6% | -44.8% | -21.0% |
| 5Y | -34.4% | +17.6% | -52.0% | -41.7% |
| 10Y | +41.7% | +110.0% | -68.4% | +3.3% |
| All | +51.3% | +127.3% | -76.0% | +8.1% |
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