+167.5%
UPS vs VNQ
+387.0%
-219.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.8% |
| 7D | -3.7% | -0.9% | -2.8% | -3.3% |
| 30D | -3.7% | -2.2% | -1.5% | -2.8% |
| 3M | -6.6% | -1.9% | -4.6% | -5.7% |
| 6M | +2.6% | +3.2% | -0.7% | +1.1% |
| YTD | +4.8% | +9.4% | -4.6% | +0.8% |
| 1Y | +25.3% | +7.5% | +17.8% | +21.3% |
| 3Y | -26.9% | +31.1% | -57.9% | -35.0% |
| 5Y | -33.5% | +6.6% | -40.1% | -35.7% |
| 10Y | +36.1% | +63.9% | -27.9% | +8.5% |
| All | +167.5% | +387.0% | -219.4% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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