+36.4%
UPS vs VICR
+1,679.8%
-1,643.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.8% | -1.0% |
| 7D | -2.0% | +5.0% | -6.9% | -2.6% |
| 30D | -2.0% | -12.5% | +10.5% | -0.8% |
| 3M | -6.2% | -33.6% | +27.4% | -3.1% |
| 6M | +2.8% | +10.7% | -7.9% | -2.2% |
| YTD | +5.9% | +80.6% | -74.7% | -6.0% |
| 1Y | +26.2% | +288.4% | -262.1% | +0.1% |
| 3Y | -26.0% | +213.8% | -239.8% | -42.8% |
| 5Y | -34.3% | +58.8% | -93.1% | -47.6% |
| All | +36.4% | +1,679.8% | -1,643.4% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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