+41.5%
NU vs UPS
-38.1%
+79.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -4.9% | -2.0% | -2.9% | -4.1% |
| 30D | +7.8% | -2.0% | +9.8% | +8.7% |
| 3M | +20.9% | -6.2% | +27.2% | +23.3% |
| 6M | +0.9% | +2.8% | -1.9% | -1.4% |
| YTD | -12.7% | +5.9% | -18.6% | -16.4% |
| 1Y | -6.4% | +26.2% | -32.6% | -17.6% |
| 3Y | +98.1% | -26.0% | +124.1% | +117.8% |
| All | +41.5% | -38.1% | +79.6% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling