-9.6%
UPS vs VLTO
+69.5%
-79.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.6% |
| 7D | 0.0% | +5.4% | -5.3% | -1.4% |
| 30D | +17.3% | +22.3% | -5.0% | +11.0% |
| 3M | +6.6% | +19.6% | -13.0% | +1.4% |
| 6M | +12.0% | +35.2% | -23.1% | +2.4% |
| YTD | +14.4% | +17.9% | -3.5% | +8.8% |
| 1Y | +23.3% | +19.5% | +3.8% | +16.5% |
| 3Y | -9.6% | +73.9% | -83.5% | -21.1% |
| All | -9.6% | +69.5% | -79.1% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling