+506.3%
NOW vs UPS
+44.2%
+462.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | -8.7% | +1.7% | -10.5% | -9.4% |
| 30D | -29.3% | +17.4% | -46.7% | -33.8% |
| 3M | -21.8% | +7.7% | -29.6% | -24.3% |
| 6M | +9.2% | +13.8% | -4.6% | +2.7% |
| YTD | -35.0% | +17.3% | -52.2% | -40.7% |
| 1Y | -42.5% | +27.2% | -69.7% | -49.5% |
| 3Y | -21.5% | -5.6% | -15.9% | -24.6% |
| 5Y | -25.8% | -33.5% | +7.8% | -15.7% |
| 10Y | +506.3% | +43.7% | +462.7% | +331.2% |
| All | +506.3% | +44.2% | +462.2% | +331.2% |
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