-13.2%
UPS vs VLTO
+56.4%
-69.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +3.8% | +1.0% | +2.8% | +3.5% |
| 30D | +17.4% | +17.5% | -0.1% | +12.3% |
| 3M | +8.2% | +21.4% | -13.2% | +2.5% |
| 6M | +17.9% | +38.1% | -20.2% | +7.3% |
| YTD | +18.7% | +19.0% | -0.3% | +12.6% |
| 1Y | +24.8% | +20.7% | +4.2% | +17.6% |
| 3Y | -4.5% | +64.3% | -68.8% | -18.6% |
| All | -13.2% | +56.4% | -69.6% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling