-32.4%
UPS vs NXT
+178.8%
-211.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.3% |
| 7D | -2.9% | -1.1% | -1.8% | -2.8% |
| 30D | -3.5% | -15.3% | +11.8% | -2.3% |
| 3M | -5.7% | -43.8% | +38.1% | -2.0% |
| 6M | -4.4% | -18.7% | +14.3% | -3.4% |
| YTD | +8.0% | -3.0% | +11.0% | +7.3% |
| 1Y | +29.0% | +22.7% | +6.3% | +25.0% |
| 3Y | -27.7% | +95.9% | -123.6% | -35.0% |
| All | -32.4% | +178.8% | -211.2% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling