-34.9%
UPS vs NVTS
-16.8%
-18.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | +0.1% |
| 7D | -2.0% | -1.4% | -0.5% | -1.9% |
| 30D | -2.0% | -16.5% | +14.6% | -1.2% |
| 3M | -6.2% | -47.6% | +41.4% | -3.9% |
| 6M | +2.8% | +7.3% | -4.5% | +0.8% |
| YTD | +5.9% | +62.9% | -57.0% | +1.2% |
| 1Y | +26.2% | +91.3% | -65.0% | +18.2% |
| 3Y | -26.0% | +43.4% | -69.4% | -31.9% |
| All | -34.9% | -16.8% | -18.1% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 10y: compounded portfolio wealth divided by compounded NVTS 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…
10y analysis · Full analysis span regression · 6 months rolling