+243.8%
UPS vs VIVK
-100.0%
+343.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.4% | -1.8% |
| 7D | -2.1% | +13.1% | -15.2% | -2.1% |
| 30D | -2.3% | -29.7% | +27.4% | -2.3% |
| 3M | -5.2% | -93.0% | +87.8% | -5.0% |
| 6M | +1.4% | -98.0% | +99.4% | +1.7% |
| YTD | +6.1% | -97.8% | +103.9% | +6.3% |
| 1Y | +27.0% | -100.0% | +127.0% | +27.6% |
| 3Y | -25.9% | -100.0% | +74.1% | -25.6% |
| 5Y | -34.6% | -100.0% | +65.4% | -34.3% |
| 10Y | +36.2% | -100.0% | +136.2% | +36.4% |
| All | +243.8% | -100.0% | +343.8% | +249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling