+36.1%
UPS vs NDAQ
+374.8%
-338.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -3.7% | -1.6% | -2.1% | -3.1% |
| 30D | -3.7% | -1.5% | -2.3% | -3.2% |
| 3M | -6.6% | +8.0% | -14.6% | -9.9% |
| 6M | +2.6% | +7.7% | -5.2% | -1.4% |
| YTD | +4.8% | -2.3% | +7.1% | +4.3% |
| 1Y | +25.3% | +0.6% | +24.7% | +22.8% |
| 3Y | -26.9% | +90.9% | -117.8% | -47.1% |
| 5Y | -33.5% | +52.5% | -86.0% | -47.7% |
| 10Y | +36.1% | +380.3% | -344.2% | -32.7% |
| All | +36.1% | +374.8% | -338.7% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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