-34.5%
UPS vs VSXY
+15.5%
-50.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +1.1% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | -2.7% | -22.1% | +19.3% | +0.1% |
| 3M | -1.6% | -1.1% | -0.5% | -2.2% |
| 6M | +2.3% | +53.8% | -51.5% | -5.8% |
| YTD | +5.6% | +35.5% | -29.9% | -1.4% |
| 1Y | +27.1% | +186.0% | -159.0% | +5.9% |
| 3Y | -26.3% | +343.2% | -369.5% | -47.3% |
| 5Y | -34.5% | +19.0% | -53.5% | -41.5% |
| All | -34.5% | +15.5% | -50.0% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling