-26.2%
UPS vs VSH
+33.8%
-60.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -3.4% | +3.1% | -6.5% | -4.1% |
| 30D | -2.7% | -5.7% | +3.0% | -1.8% |
| 3M | -1.6% | -42.5% | +40.8% | +8.7% |
| 6M | +2.3% | +82.7% | -80.3% | -17.2% |
| YTD | +5.6% | +118.2% | -112.7% | -19.1% |
| 1Y | +27.1% | +109.7% | -82.6% | -2.4% |
| All | -26.2% | +33.8% | -60.1% | -37.8% |
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