+91.1%
UPS vs USFR
+28.6%
+62.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +17.4% | +0.4% | +17.0% | +17.2% |
| 3M | +8.2% | +1.1% | +7.1% | +7.9% |
| 6M | +17.9% | +2.0% | +15.9% | +17.3% |
| YTD | +18.7% | +3.5% | +15.2% | +17.6% |
| 1Y | +24.8% | +4.1% | +20.7% | +23.4% |
| 3Y | -4.5% | +14.4% | -18.9% | -8.0% |
| 5Y | -33.2% | +21.4% | -54.6% | -36.9% |
| 10Y | +44.2% | +28.6% | +15.7% | +34.4% |
| All | +91.1% | +28.6% | +62.5% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling