+30.9%
UPS vs NVT
+732.7%
-701.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -2.8% |
| 7D | -2.1% | +10.4% | -12.5% | -4.6% |
| 30D | -2.3% | -1.3% | -1.0% | -2.3% |
| 3M | -5.2% | -0.6% | -4.6% | -6.0% |
| 6M | +1.4% | +53.8% | -52.4% | -11.0% |
| YTD | +6.1% | +60.2% | -54.1% | -8.3% |
| 1Y | +27.0% | +76.8% | -49.8% | +6.1% |
| 3Y | -25.9% | +191.2% | -217.2% | -49.5% |
| 5Y | -34.6% | +430.9% | -465.5% | -63.8% |
| All | +30.9% | +732.7% | -701.8% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling