+36.4%
UPS vs VMC
+156.6%
-120.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | -2.0% | -3.8% | +1.8% | -0.9% |
| 30D | -2.0% | -9.7% | +7.7% | +1.0% |
| 3M | -6.2% | -9.6% | +3.4% | -3.6% |
| 6M | +2.8% | -4.8% | +7.6% | +4.1% |
| YTD | +5.9% | -10.9% | +16.8% | +9.0% |
| 1Y | +26.2% | -15.6% | +41.8% | +31.8% |
| 3Y | -26.0% | +19.3% | -45.3% | -31.0% |
| 5Y | -34.3% | +48.0% | -82.3% | -42.8% |
| All | +36.4% | +156.6% | -120.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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