+70.7%
NEE vs UPS
-4.2%
+74.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | -2.1% | +3.8% | -5.9% | -2.7% |
| 30D | +8.6% | +17.4% | -8.7% | +6.0% |
| 3M | -0.3% | +8.2% | -8.5% | -1.6% |
| 6M | -8.9% | +17.9% | -26.9% | -11.5% |
| YTD | +8.3% | +18.7% | -10.4% | +4.7% |
| 1Y | +4.3% | +24.8% | -20.6% | -0.1% |
| 3Y | +70.7% | -4.5% | +75.3% | +59.8% |
| All | +70.7% | -4.2% | +74.9% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 3y: compounded portfolio wealth divided by compounded UPS 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…
3y analysis · Full analysis span regression · 6 months rolling