+217.2%
UPS vs VLO
+16,610.4%
-16,393.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.8% | -1.5% |
| 7D | -3.7% | +6.2% | -9.9% | -4.7% |
| 30D | -3.7% | +23.5% | -27.2% | -7.4% |
| 3M | -6.6% | +53.9% | -60.4% | -13.8% |
| 6M | +2.6% | +81.7% | -79.1% | -8.8% |
| YTD | +4.8% | +142.5% | -137.7% | -11.8% |
| 1Y | +25.3% | +145.4% | -120.2% | +4.8% |
| 3Y | -26.9% | +197.3% | -224.2% | -41.7% |
| 5Y | -33.5% | +614.6% | -648.1% | -55.9% |
| 10Y | +36.1% | +938.9% | -902.8% | -20.9% |
| All | +217.2% | +16,610.4% | -16,393.2% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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