-14.8%
UPS vs VLTO
+55.4%
-70.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.8% | -1.5% |
| 7D | -0.6% | +0.8% | -1.4% | -0.8% |
| 30D | +16.4% | +18.7% | -2.2% | +11.1% |
| 3M | +7.9% | +21.7% | -13.8% | +2.2% |
| 6M | +15.8% | +35.8% | -20.0% | +5.9% |
| YTD | +16.6% | +18.3% | -1.7% | +10.8% |
| 1Y | +22.3% | +20.9% | +1.4% | +15.1% |
| 3Y | -6.2% | +68.8% | -75.1% | -20.5% |
| All | -14.8% | +55.4% | -70.1% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling