+504.4%
NOW vs UPS
+41.3%
+463.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.3% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | -27.4% | +16.4% | -43.8% | -31.8% |
| 3M | -19.4% | +7.9% | -27.4% | -22.1% |
| 6M | +13.1% | +15.8% | -2.7% | +5.6% |
| YTD | -34.3% | +16.6% | -50.9% | -40.0% |
| 1Y | -41.8% | +22.3% | -64.1% | -47.9% |
| 3Y | -20.7% | -6.2% | -14.5% | -23.6% |
| 5Y | -27.2% | -34.4% | +7.2% | -16.9% |
| All | +504.4% | +41.3% | +463.1% | +327.0% |
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