+36.0%
UPS vs VSH
+178.4%
-142.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.1% |
| 7D | -3.4% | +2.8% | -6.2% | -4.2% |
| 30D | -2.7% | -6.0% | +3.3% | -1.4% |
| 3M | -1.6% | -42.6% | +41.0% | +11.5% |
| 6M | +2.3% | +82.1% | -79.8% | -19.6% |
| YTD | +5.6% | +117.5% | -112.0% | -22.0% |
| 1Y | +27.1% | +109.0% | -82.0% | -5.9% |
| 3Y | -26.3% | +34.9% | -61.2% | -40.2% |
| 5Y | -34.5% | +65.1% | -99.5% | -51.3% |
| All | +36.0% | +178.4% | -142.4% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling