+227.0%
UPS vs VMC
+827.1%
-600.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -2.9% | -4.3% | +1.4% | -1.7% |
| 30D | -3.5% | -8.2% | +4.7% | -1.2% |
| 3M | -5.7% | -7.0% | +1.3% | -4.0% |
| 6M | -4.4% | -10.8% | +6.4% | -1.5% |
| YTD | +8.0% | -7.4% | +15.4% | +9.9% |
| 1Y | +29.0% | -9.5% | +38.5% | +31.9% |
| 3Y | -27.7% | +20.5% | -48.2% | -32.6% |
| 5Y | -34.3% | +51.6% | -85.9% | -43.0% |
| 10Y | +37.8% | +150.0% | -112.3% | -1.7% |
| All | +227.0% | +827.1% | -600.1% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling