+195.9%
UPS vs VO
+827.2%
-631.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -2.9% | -0.3% | -2.6% | -2.7% |
| 30D | -3.5% | -0.3% | -3.2% | -3.3% |
| 3M | -5.7% | +2.9% | -8.7% | -7.6% |
| 6M | -4.4% | +9.3% | -13.7% | -10.4% |
| YTD | +8.0% | +14.2% | -6.2% | -2.0% |
| 1Y | +29.0% | +15.3% | +13.8% | +16.2% |
| 3Y | -27.7% | +56.2% | -84.0% | -48.1% |
| 5Y | -34.3% | +42.4% | -76.8% | -49.7% |
| 10Y | +37.8% | +194.7% | -157.0% | -38.3% |
| All | +195.9% | +827.2% | -631.3% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling