-34.5%
UPS vs NVT
+399.9%
-434.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | -3.4% | +2.0% | -5.4% | -3.9% |
| 30D | -2.7% | -7.2% | +4.4% | -1.4% |
| 3M | -1.6% | -0.9% | -0.7% | -2.3% |
| 6M | +2.3% | +42.6% | -40.3% | -7.3% |
| YTD | +5.6% | +52.9% | -47.3% | -6.3% |
| 1Y | +27.1% | +64.5% | -37.4% | +9.9% |
| 3Y | -26.3% | +178.0% | -204.3% | -49.7% |
| 5Y | -34.5% | +402.8% | -437.3% | -66.5% |
| All | -34.5% | +399.9% | -434.4% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling