+148.8%
UPS vs VIG
+623.5%
-474.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | -2.9% | -0.4% | -2.5% | -2.5% |
| 30D | -3.5% | -1.0% | -2.5% | -2.6% |
| 3M | -5.7% | +2.8% | -8.5% | -8.1% |
| 6M | -4.4% | +8.2% | -12.6% | -11.3% |
| YTD | +8.0% | +11.0% | -3.0% | -2.3% |
| 1Y | +29.0% | +16.1% | +12.9% | +11.6% |
| 3Y | -27.7% | +56.2% | -83.9% | -53.2% |
| 5Y | -34.3% | +63.0% | -97.3% | -59.0% |
| 10Y | +37.8% | +241.4% | -203.6% | -58.2% |
| All | +148.8% | +623.5% | -474.7% | -65.5% |
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 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