-33.7%
UPS vs VT
+66.2%
-99.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +0.4% | -3.3% | -3.3% |
| 30D | -3.5% | +1.0% | -4.5% | -4.4% |
| 3M | -5.7% | +2.4% | -8.1% | -7.8% |
| 6M | -4.4% | +12.0% | -16.4% | -13.8% |
| YTD | +8.0% | +15.3% | -7.3% | -5.3% |
| 1Y | +29.0% | +22.6% | +6.5% | +6.8% |
| 3Y | -27.7% | +74.7% | -102.4% | -57.4% |
| All | -33.7% | +66.2% | -99.9% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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