+250.2%
UPS vs VT
+345.0%
-94.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +0.3% |
| 7D | +3.5% | -4.2% | +7.6% | +6.9% |
| 30D | +19.3% | -5.8% | +25.1% | +24.8% |
| 3M | +4.7% | -5.2% | +10.0% | +9.0% |
| 6M | +17.0% | +0.1% | +16.8% | +16.6% |
| YTD | +17.3% | +8.2% | +9.0% | +10.1% |
| 1Y | +27.4% | +10.1% | +17.2% | +17.9% |
| 3Y | -7.7% | +69.7% | -77.4% | -38.8% |
| 5Y | -32.4% | +53.4% | -85.8% | -51.5% |
| 10Y | +53.3% | +219.2% | -165.9% | -36.0% |
| All | +250.2% | +345.0% | -94.8% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling