-25.9%
UPS vs NXT
+100.2%
-126.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | -2.1% | +2.9% | -5.0% | -2.3% |
| 30D | -2.3% | -17.2% | +14.9% | -1.1% |
| 3M | -5.2% | -32.0% | +26.8% | -3.0% |
| 6M | +1.4% | -15.8% | +17.2% | +2.2% |
| YTD | +6.1% | -1.9% | +8.0% | +5.6% |
| 1Y | +27.0% | +22.5% | +4.5% | +23.8% |
| 3Y | -25.9% | +100.5% | -126.5% | -33.3% |
| All | -25.9% | +100.2% | -126.1% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling