+30.6%
UPS vs NVT
+3.0%
+27.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -12.7% | +17.4% | +5.0% |
| 7D | +8.2% | -19.5% | +27.7% | +9.0% |
| 30D | +22.7% | -32.4% | +55.1% | +24.9% |
| 3M | +6.4% | -30.3% | +36.8% | +7.8% |
| 6M | +22.6% | -30.4% | +53.1% | +23.7% |
| YTD | +20.7% | +11.3% | +9.4% | +17.8% |
| 1Y | +30.6% | +3.6% | +27.1% | +27.2% |
| All | +30.6% | +3.0% | +27.6% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling