-34.5%
UPS vs NXT
+171.8%
-206.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.4% | -1.0% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -3.7% | -20.0% | +16.2% | -2.1% |
| 3M | -6.6% | -30.9% | +24.4% | -4.2% |
| 6M | +2.6% | -23.8% | +26.4% | +4.0% |
| YTD | +4.8% | -5.4% | +10.2% | +4.3% |
| 1Y | +25.3% | +28.0% | -2.8% | +21.0% |
| 3Y | -26.9% | +93.3% | -120.2% | -34.1% |
| All | -34.5% | +171.8% | -206.2% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling