-34.5%
UPS vs NI
+94.6%
-129.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -3.4% | -0.6% | -2.8% | -3.3% |
| 30D | -2.7% | -1.4% | -1.3% | -2.4% |
| 3M | -1.6% | -10.6% | +8.9% | +1.5% |
| 6M | +2.3% | -9.9% | +12.2% | +5.2% |
| YTD | +5.6% | +1.2% | +4.4% | +4.7% |
| 1Y | +27.1% | +4.4% | +22.6% | +24.5% |
| 3Y | -26.3% | +68.6% | -94.9% | -40.1% |
| 5Y | -34.5% | +98.0% | -132.5% | -50.1% |
| All | -34.5% | +94.6% | -129.1% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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