+168.5%
UPS vs VIG
+655.7%
-487.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.6% | +3.1% | -3.7% | -3.5% |
| 30D | +16.4% | +5.0% | +11.4% | +11.0% |
| 3M | +7.9% | +2.7% | +5.2% | +5.2% |
| 6M | +15.8% | +11.0% | +4.9% | +4.7% |
| YTD | +16.6% | +16.0% | +0.6% | +1.1% |
| 1Y | +22.3% | +16.3% | +6.0% | +5.8% |
| 3Y | -6.2% | +66.8% | -73.0% | -43.1% |
| 5Y | -34.4% | +64.8% | -99.2% | -59.4% |
| 10Y | +41.7% | +263.6% | -221.9% | -59.6% |
| All | +168.5% | +655.7% | -487.2% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling