-33.5%
UPS vs VSH
+67.3%
-100.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -3.7% | +3.5% | -7.2% | -4.5% |
| 30D | -3.7% | -4.4% | +0.6% | -3.0% |
| 3M | -6.6% | -45.8% | +39.3% | +6.5% |
| 6M | +2.6% | +90.1% | -87.6% | -19.9% |
| YTD | +4.8% | +120.3% | -115.5% | -22.4% |
| 1Y | +25.3% | +112.2% | -87.0% | -7.0% |
| 3Y | -26.9% | +36.6% | -63.4% | -40.0% |
| 5Y | -33.5% | +67.0% | -100.5% | -51.2% |
| All | -33.5% | +67.3% | -100.8% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling