+243.5%
NEM vs UPS
-26.6%
+270.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -3.3% | -3.4% | +0.1% | -2.8% |
| 30D | +7.8% | -2.7% | +10.6% | +8.3% |
| 3M | +36.3% | -1.6% | +37.9% | +36.5% |
| 6M | +6.6% | +2.3% | +4.2% | +6.2% |
| YTD | +27.1% | +5.6% | +21.6% | +26.6% |
| 1Y | +62.3% | +27.1% | +35.3% | +58.5% |
| All | +243.5% | -26.6% | +270.0% | +260.9% |
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