+3,270.5%
NEE vs UPS
+243.4%
+3,027.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | +1.9% | -2.9% | +4.8% | +2.8% |
| 30D | -2.2% | -3.5% | +1.4% | -1.2% |
| 3M | -1.2% | -5.7% | +4.5% | +0.1% |
| 6M | -8.6% | -4.4% | -4.2% | -8.2% |
| YTD | +6.2% | +8.0% | -1.8% | +2.6% |
| 1Y | +21.1% | +29.0% | -7.9% | +10.4% |
| 3Y | +36.4% | -27.7% | +64.1% | +45.1% |
| 5Y | +11.4% | -34.3% | +45.7% | +20.0% |
| 10Y | +250.0% | +37.8% | +212.2% | +182.0% |
| All | +3,270.5% | +243.4% | +3,027.2% | +1,853.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling