-24.6%
UPS vs VFC
-24.5%
-0.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -1.5% |
| 7D | -2.9% | -1.6% | -1.3% | -2.7% |
| 30D | -3.5% | -11.6% | +8.1% | -1.7% |
| 3M | -5.7% | -18.1% | +12.4% | -3.3% |
| 6M | -4.4% | -27.4% | +23.0% | -0.4% |
| YTD | +8.0% | -24.8% | +32.8% | +11.9% |
| 1Y | +29.0% | -8.2% | +37.2% | +29.0% |
| All | -24.6% | -24.5% | -0.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling