+36.4%
UPS vs VEU
+155.0%
-118.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.5% |
| 7D | -2.0% | -1.4% | -0.5% | -0.9% |
| 30D | -2.0% | -0.4% | -1.5% | -1.7% |
| 3M | -6.2% | +2.5% | -8.8% | -8.2% |
| 6M | +2.8% | +11.1% | -8.4% | -5.7% |
| YTD | +5.9% | +16.5% | -10.6% | -6.4% |
| 1Y | +26.2% | +22.9% | +3.3% | +6.9% |
| 3Y | -26.0% | +73.4% | -99.4% | -52.2% |
| 5Y | -34.3% | +56.1% | -90.4% | -54.2% |
| All | +36.4% | +155.0% | -118.6% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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