-34.5%
UPS vs VIVK
-100.0%
+65.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.7% | +0.7% |
| 7D | -3.4% | -9.5% | +6.1% | -3.3% |
| 30D | -2.7% | -35.1% | +32.4% | -2.3% |
| 3M | -1.6% | -93.4% | +91.7% | +0.6% |
| 6M | +2.3% | -98.0% | +100.3% | +5.4% |
| YTD | +5.6% | -97.9% | +103.4% | +8.0% |
| 1Y | +27.1% | -100.0% | +127.0% | +34.9% |
| 3Y | -26.3% | -100.0% | +73.7% | -23.5% |
| 5Y | -34.5% | -100.0% | +65.5% | -32.8% |
| All | -34.5% | -100.0% | +65.5% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 5y: compounded portfolio wealth divided by compounded VIVK 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…
5y analysis · Full analysis span regression · 6 months rolling