-33.6%
UPS vs NVTS
-15.6%
-18.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -1.5% |
| 7D | -2.9% | +2.7% | -5.6% | -3.0% |
| 30D | -3.5% | -4.5% | +0.9% | -3.4% |
| 3M | -5.7% | -61.5% | +55.8% | -2.1% |
| 6M | -4.4% | +28.0% | -32.4% | -7.0% |
| YTD | +8.0% | +65.3% | -57.2% | +3.2% |
| 1Y | +29.0% | +113.0% | -84.0% | +20.1% |
| 3Y | -27.7% | +34.7% | -62.4% | -33.0% |
| All | -33.6% | -15.6% | -18.0% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling