-34.5%
UPS vs VEU
+53.0%
-87.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.8% |
| 7D | -3.4% | -1.9% | -1.5% | -1.9% |
| 30D | -2.7% | -0.7% | -2.0% | -2.2% |
| 3M | -1.6% | +4.9% | -6.5% | -5.5% |
| 6M | +2.3% | +9.8% | -7.5% | -5.7% |
| YTD | +5.6% | +15.3% | -9.7% | -6.8% |
| 1Y | +27.1% | +23.0% | +4.0% | +6.2% |
| 3Y | -26.3% | +73.5% | -99.8% | -54.4% |
| 5Y | -34.5% | +54.5% | -89.0% | -56.4% |
| All | -34.5% | +53.0% | -87.5% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling