-34.7%
UPS vs NTR
+45.7%
-80.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.8% |
| 30D | -2.0% | +16.8% | -18.7% | -4.3% |
| 3M | -6.2% | +20.7% | -27.0% | -9.1% |
| 6M | +2.8% | +0.5% | +2.2% | +2.2% |
| YTD | +5.9% | +29.2% | -23.3% | +0.5% |
| 1Y | +26.2% | +39.6% | -13.3% | +17.7% |
| 3Y | -26.0% | +37.9% | -63.9% | -31.9% |
| All | -34.7% | +45.7% | -80.4% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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