-39.9%
UPS vs VSXY
+37.5%
-77.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | 0.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -2.0% | -18.7% | +16.7% | +0.2% |
| 3M | -6.2% | -4.0% | -2.3% | -6.4% |
| 6M | +2.8% | +67.5% | -64.7% | -5.9% |
| YTD | +5.9% | +39.7% | -33.8% | -1.0% |
| 1Y | +26.2% | +180.0% | -153.7% | +7.1% |
| 3Y | -26.0% | +337.3% | -363.3% | -44.9% |
| 5Y | -34.3% | +22.7% | -56.9% | -43.5% |
| All | -39.9% | +37.5% | -77.4% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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