-39.8%
UPS vs VSXY
+42.7%
-82.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -2.2% |
| 7D | -2.1% | -6.8% | +4.6% | -1.5% |
| 30D | -2.3% | -20.4% | +18.1% | +0.1% |
| 3M | -5.2% | +2.9% | -8.1% | -6.1% |
| 6M | +1.4% | +67.9% | -66.5% | -7.1% |
| YTD | +6.1% | +44.9% | -38.7% | -1.2% |
| 1Y | +27.0% | +205.9% | -178.9% | +6.6% |
| 3Y | -25.9% | +373.9% | -399.8% | -45.5% |
| 5Y | -34.6% | +23.5% | -58.0% | -44.0% |
| All | -39.8% | +42.7% | -82.4% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling