+44.3%
UPS vs VCIT
+29.7%
+14.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | +1.1% | +0.7% | +0.4% | +0.7% |
| 30D | +17.3% | +1.8% | +15.5% | +16.2% |
| 3M | +7.9% | -1.6% | +9.4% | +8.8% |
| 6M | +13.7% | -2.1% | +15.8% | +15.1% |
| YTD | +17.2% | -1.6% | +18.8% | +18.3% |
| 1Y | +23.2% | -0.8% | +24.0% | +24.0% |
| 3Y | -5.9% | +19.9% | -25.8% | -13.1% |
| 5Y | -33.1% | +3.3% | -36.4% | -37.2% |
| 10Y | +44.3% | +30.6% | +13.7% | +44.2% |
| All | +44.3% | +29.7% | +14.7% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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