+36.0%
UPS vs VIG
+247.5%
-211.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.2% |
| 7D | -3.4% | -2.2% | -1.2% | -1.2% |
| 30D | -2.7% | -3.2% | +0.5% | +0.5% |
| 3M | -1.6% | +3.0% | -4.7% | -4.5% |
| 6M | +2.3% | +8.1% | -5.8% | -5.1% |
| YTD | +5.6% | +9.1% | -3.5% | -2.9% |
| 1Y | +27.1% | +12.6% | +14.5% | +13.2% |
| 3Y | -26.3% | +55.4% | -81.7% | -52.3% |
| 5Y | -34.5% | +62.8% | -97.3% | -59.2% |
| All | +36.0% | +247.5% | -211.6% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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