-4.5%
UPS vs VSH
+31.2%
-35.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.6% |
| 7D | +3.8% | +14.3% | -10.6% | +1.1% |
| 30D | +17.4% | -7.9% | +25.2% | +18.0% |
| 3M | +8.2% | -19.9% | +28.1% | +10.8% |
| 6M | +17.9% | -30.5% | +48.5% | +20.3% |
| YTD | +18.7% | +85.7% | -67.0% | -7.9% |
| 1Y | +24.8% | +98.9% | -74.1% | -5.1% |
| 3Y | -4.5% | +32.1% | -36.6% | -22.5% |
| All | -4.5% | +31.2% | -35.8% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling