-26.0%
UPS vs VICR
+209.3%
-235.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.8% | -0.5% |
| 7D | -2.0% | +5.0% | -6.9% | -2.4% |
| 30D | -2.0% | -12.5% | +10.5% | -1.2% |
| 3M | -6.2% | -33.6% | +27.4% | -4.2% |
| 6M | +2.8% | +10.7% | -7.9% | -0.8% |
| YTD | +5.9% | +80.6% | -74.7% | -2.1% |
| 1Y | +26.2% | +288.4% | -262.1% | +8.3% |
| 3Y | -26.0% | +213.8% | -239.8% | -38.9% |
| All | -26.0% | +209.3% | -235.3% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling