-33.5%
UPS vs VO
+42.2%
-75.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -0.5% |
| 7D | -3.7% | -0.6% | -3.1% | -3.2% |
| 30D | -3.7% | -1.9% | -1.8% | -2.1% |
| 3M | -6.6% | +3.3% | -9.8% | -9.0% |
| 6M | +2.6% | +9.7% | -7.1% | -5.1% |
| YTD | +4.8% | +12.6% | -7.8% | -5.1% |
| 1Y | +25.3% | +13.6% | +11.6% | +12.4% |
| 3Y | -26.9% | +56.8% | -83.7% | -50.4% |
| 5Y | -33.5% | +42.3% | -75.8% | -52.0% |
| All | -33.5% | +42.2% | -75.7% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling