-33.5%
UPS vs USFR
+20.4%
-53.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -3.7% | +0.1% | -3.7% | -3.6% |
| 30D | -3.7% | +0.3% | -4.0% | -3.3% |
| 3M | -6.6% | +1.0% | -7.5% | -5.2% |
| 6M | +2.6% | +1.9% | +0.6% | +5.1% |
| YTD | +4.8% | +2.7% | +2.1% | +8.2% |
| 1Y | +25.3% | +4.0% | +21.3% | +31.1% |
| 3Y | -26.9% | +14.0% | -40.9% | -10.2% |
| 5Y | -33.5% | +20.4% | -53.9% | -10.5% |
| All | -33.5% | +20.4% | -53.9% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling