+11.0%
NEE vs UPS
-33.5%
+44.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.4% |
| 7D | -1.9% | -3.4% | +1.5% | -1.2% |
| 30D | -3.1% | -2.7% | -0.4% | -2.6% |
| 3M | -2.4% | -1.6% | -0.8% | -2.4% |
| 6M | -8.6% | +2.3% | -10.9% | -9.7% |
| YTD | +4.9% | +5.6% | -0.6% | +2.6% |
| 1Y | +19.4% | +27.1% | -7.7% | +11.0% |
| 3Y | +34.9% | -26.3% | +61.2% | +42.4% |
| 5Y | +11.0% | -34.5% | +45.5% | +15.4% |
| All | +11.0% | -33.5% | +44.5% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling