-34.7%
UPS vs NTRS
+93.2%
-127.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | -2.0% | +1.4% | -3.3% | -2.5% |
| 30D | -2.0% | -0.7% | -1.3% | -1.7% |
| 3M | -6.2% | +11.3% | -17.6% | -10.7% |
| 6M | +2.8% | +35.5% | -32.8% | -10.1% |
| YTD | +5.9% | +40.6% | -34.7% | -9.2% |
| 1Y | +26.2% | +49.2% | -23.0% | +5.2% |
| 3Y | -26.0% | +167.2% | -193.2% | -53.4% |
| All | -34.7% | +93.2% | -127.9% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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