-34.6%
UPS vs VFC
-78.3%
+43.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | -2.1% | +0.8% | -3.0% | -2.3% |
| 30D | -2.3% | -11.9% | +9.6% | 0.0% |
| 3M | -5.2% | -20.2% | +14.9% | -1.7% |
| 6M | +1.4% | -23.0% | +24.4% | +5.5% |
| YTD | +6.1% | -26.2% | +32.3% | +11.3% |
| 1Y | +27.0% | -13.3% | +40.3% | +28.0% |
| 3Y | -25.9% | -25.5% | -0.5% | -29.5% |
| 5Y | -34.6% | -78.1% | +43.5% | -5.3% |
| All | -34.6% | -78.3% | +43.7% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling