-26.8%
UPS vs NVTS
+37.8%
-64.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -1.1% |
| 7D | -3.7% | +3.5% | -7.2% | -3.8% |
| 30D | -3.7% | -11.9% | +8.2% | -3.4% |
| 3M | -6.6% | -49.2% | +42.7% | -4.8% |
| 6M | +2.6% | +38.4% | -35.9% | +0.5% |
| YTD | +4.8% | +62.5% | -57.7% | +1.8% |
| 1Y | +25.3% | +101.4% | -76.1% | +19.8% |
| All | -26.8% | +37.8% | -64.6% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling