+250.5%
NEM vs UPS
-4.2%
+254.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | -6.4% | +3.8% | -10.2% | -7.0% |
| 30D | +1.4% | +17.4% | -15.9% | -1.3% |
| 3M | -0.7% | +8.2% | -8.9% | -2.1% |
| 6M | -4.5% | +17.9% | -22.4% | -6.9% |
| YTD | +14.0% | +18.7% | -4.7% | +11.2% |
| 1Y | +27.3% | +24.8% | +2.5% | +23.5% |
| 3Y | +250.5% | -4.5% | +255.0% | +215.1% |
| All | +250.5% | -4.2% | +254.7% | +215.1% |
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