-32.7%
UPS vs VMC
+53.2%
-85.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.1% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | -2.3% | -9.1% | +6.8% | +1.3% |
| 3M | -5.2% | -4.1% | -1.1% | -4.0% |
| 6M | +1.4% | -5.5% | +6.9% | +3.3% |
| YTD | +6.1% | -8.9% | +15.0% | +9.2% |
| 1Y | +27.0% | -12.9% | +39.9% | +32.7% |
| 3Y | -25.9% | +22.1% | -48.1% | -34.9% |
| All | -32.7% | +53.2% | -85.9% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling