+220.6%
UPS vs NTRS
+598.3%
-377.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -2.0% | +1.4% | -3.3% | -2.4% |
| 30D | -2.0% | -0.7% | -1.3% | -1.8% |
| 3M | -6.2% | +11.3% | -17.6% | -9.5% |
| 6M | +2.8% | +35.5% | -32.8% | -6.9% |
| YTD | +5.9% | +40.6% | -34.7% | -5.4% |
| 1Y | +26.2% | +49.2% | -23.0% | +10.4% |
| 3Y | -26.0% | +167.2% | -193.2% | -46.9% |
| 5Y | -34.3% | +94.9% | -129.2% | -48.6% |
| 10Y | +37.5% | +259.5% | -221.9% | -13.3% |
| All | +220.6% | +598.3% | -377.7% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling