+748.2%
NEM vs UPS
+237.3%
+510.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | +3.9% | -2.1% | +6.0% | +4.2% |
| 30D | +12.7% | -2.3% | +15.0% | +13.1% |
| 3M | +28.7% | -5.2% | +33.9% | +29.6% |
| 6M | +9.8% | +1.4% | +8.4% | +9.4% |
| YTD | +28.1% | +6.1% | +22.0% | +26.8% |
| 1Y | +69.3% | +27.0% | +42.4% | +62.9% |
| 3Y | +247.7% | -25.9% | +273.6% | +258.0% |
| 5Y | +153.4% | -34.6% | +188.0% | +162.6% |
| 10Y | +291.3% | +36.2% | +255.1% | +248.3% |
| All | +748.2% | +237.3% | +510.9% | +596.9% |
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 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