+224.9%
UPS vs VRSK
+585.1%
-360.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -3.4% | -7.7% | +4.3% | -0.8% |
| 30D | -2.7% | -2.8% | +0.1% | -2.0% |
| 3M | -1.6% | -3.7% | +2.1% | -1.3% |
| 6M | +2.3% | -12.8% | +15.1% | +5.8% |
| YTD | +5.6% | -21.0% | +26.5% | +12.4% |
| 1Y | +27.1% | -32.5% | +59.5% | +42.7% |
| 3Y | -26.3% | -26.5% | +0.2% | -21.6% |
| 5Y | -34.5% | -11.5% | -23.0% | -36.5% |
| 10Y | +37.1% | +125.7% | -88.6% | -7.8% |
| All | +224.9% | +585.1% | -360.2% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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