+36.0%
UPS vs VSH
+179.3%
-143.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -3.4% | +3.1% | -6.5% | -4.2% |
| 30D | -2.7% | -5.7% | +3.0% | -1.5% |
| 3M | -1.6% | -42.5% | +40.8% | +11.4% |
| 6M | +2.3% | +82.7% | -80.3% | -19.6% |
| YTD | +5.6% | +118.2% | -112.7% | -22.1% |
| 1Y | +27.1% | +109.7% | -82.6% | -5.9% |
| 3Y | -26.3% | +35.3% | -61.6% | -40.2% |
| 5Y | -34.5% | +65.6% | -100.1% | -51.3% |
| All | +36.0% | +179.3% | -143.3% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling