-27.1%
UPS vs NXT
+208.8%
-235.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.9% | +5.1% | -1.3% |
| 7D | -0.6% | -6.0% | +5.4% | -0.1% |
| 30D | +16.4% | +5.4% | +11.0% | +15.7% |
| 3M | +7.9% | -9.7% | +17.6% | +8.4% |
| 6M | +15.8% | -25.3% | +41.2% | +17.4% |
| YTD | +16.6% | +7.5% | +9.1% | +14.6% |
| 1Y | +22.3% | -3.0% | +25.3% | +21.0% |
| 3Y | -6.2% | +171.4% | -177.6% | -18.8% |
| All | -27.1% | +208.8% | -235.9% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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