-5.7%
UPS vs VO
+66.9%
-72.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.3% | 0.0% |
| 7D | +1.1% | -0.1% | +1.3% | +1.3% |
| 30D | +17.3% | +0.5% | +16.8% | +16.8% |
| 3M | +7.9% | -1.0% | +8.9% | +8.8% |
| 6M | +13.7% | +6.4% | +7.3% | +7.6% |
| YTD | +17.2% | +13.6% | +3.6% | +4.9% |
| 1Y | +23.2% | +14.5% | +8.8% | +9.5% |
| All | -5.7% | +66.9% | -72.7% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling