+242.5%
UPS vs VCIT
+96.6%
+145.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | +3.5% | +0.5% | +3.0% | +3.3% |
| 30D | +19.3% | +2.1% | +17.2% | +18.6% |
| 3M | +4.7% | -1.6% | +6.3% | +5.2% |
| 6M | +17.0% | -1.6% | +18.6% | +17.5% |
| YTD | +17.3% | -1.5% | +18.8% | +17.8% |
| 1Y | +27.4% | -0.4% | +27.7% | +27.6% |
| 3Y | -7.7% | +19.6% | -27.3% | -10.1% |
| 5Y | -32.4% | +3.3% | -35.7% | -35.9% |
| 10Y | +53.3% | +28.9% | +24.4% | +57.5% |
| All | +242.5% | +96.6% | +145.8% | +374.9% |
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