+45.9%
UPS vs VO
+197.6%
-151.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.8% | +3.1% | +0.7% | +1.2% |
| 30D | +17.4% | +2.2% | +15.2% | +15.3% |
| 3M | +8.2% | -2.5% | +10.7% | +10.4% |
| 6M | +17.9% | +7.0% | +11.0% | +11.8% |
| YTD | +18.7% | +14.0% | +4.7% | +7.0% |
| 1Y | +24.8% | +15.6% | +9.2% | +11.2% |
| 3Y | -4.5% | +66.2% | -70.7% | -36.6% |
| 5Y | -33.2% | +36.6% | -69.8% | -48.5% |
| All | +45.9% | +197.6% | -151.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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