+184.9%
UPS vs VEU
+192.1%
-7.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | -2.9% | +1.1% | -4.0% | -3.6% |
| 30D | -3.5% | +2.2% | -5.7% | -4.9% |
| 3M | -5.7% | +3.0% | -8.7% | -7.7% |
| 6M | -4.4% | +10.9% | -15.2% | -10.9% |
| YTD | +8.0% | +18.2% | -10.2% | -3.7% |
| 1Y | +29.0% | +28.3% | +0.8% | +8.9% |
| 3Y | -27.7% | +74.6% | -102.3% | -50.3% |
| 5Y | -34.3% | +56.4% | -90.7% | -51.5% |
| 10Y | +37.8% | +153.0% | -115.2% | -25.9% |
| All | +184.9% | +192.1% | -7.3% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling