+215.5%
UPS vs VCIT
+98.3%
+117.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | -0.3% | -2.5% | -2.8% |
| 30D | -3.5% | -0.8% | -2.7% | -3.3% |
| 3M | -5.7% | -1.0% | -4.7% | -5.5% |
| 6M | -4.4% | -1.8% | -2.5% | -3.9% |
| YTD | +8.0% | -0.7% | +8.7% | +8.3% |
| 1Y | +29.0% | +1.0% | +28.1% | +28.9% |
| 3Y | -27.7% | +18.8% | -46.6% | -29.6% |
| 5Y | -34.3% | +3.5% | -37.8% | -37.9% |
| 10Y | +37.8% | +29.2% | +8.6% | +40.9% |
| All | +215.5% | +98.3% | +117.2% | +336.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling