+227.0%
UPS vs VSH
+172.5%
+54.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -2.1% |
| 7D | -2.9% | +4.1% | -6.9% | -3.7% |
| 30D | -3.5% | -4.2% | +0.7% | -3.0% |
| 3M | -5.7% | -50.0% | +44.3% | +7.0% |
| 6M | -4.4% | +80.2% | -84.5% | -18.9% |
| YTD | +8.0% | +121.1% | -113.1% | -12.8% |
| 1Y | +29.0% | +112.0% | -83.0% | +4.5% |
| 3Y | -27.7% | +22.5% | -50.2% | -36.1% |
| 5Y | -34.3% | +64.0% | -98.4% | -46.0% |
| 10Y | +37.8% | +170.4% | -132.6% | -1.5% |
| All | +227.0% | +172.5% | +54.5% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling