+1,381.0%
NET vs UPS
+24.4%
+1,356.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -4.9% |
| 7D | -16.4% | +8.2% | -24.6% | -19.7% |
| 30D | -25.8% | +22.7% | -48.6% | -33.3% |
| 3M | -11.5% | +6.4% | -18.0% | -14.8% |
| 6M | +18.9% | +22.6% | -3.7% | +6.4% |
| YTD | +35.2% | +20.7% | +14.5% | +19.7% |
| 1Y | +14.5% | +30.6% | -16.2% | -3.3% |
| 3Y | +313.8% | -5.0% | +318.8% | +292.8% |
| 5Y | +32.6% | -31.3% | +63.9% | +56.3% |
| All | +1,381.0% | +24.4% | +1,356.6% | +1,206.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling