+222.6%
UPS vs VT
+374.2%
-151.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +0.4% | -3.3% | -3.2% |
| 30D | -3.5% | +1.0% | -4.5% | -4.2% |
| 3M | -5.7% | +2.4% | -8.1% | -7.4% |
| 6M | -4.4% | +12.0% | -16.4% | -12.4% |
| YTD | +8.0% | +15.3% | -7.3% | -3.3% |
| 1Y | +29.0% | +22.6% | +6.5% | +10.1% |
| 3Y | -27.7% | +74.7% | -102.4% | -53.1% |
| 5Y | -34.3% | +66.1% | -100.5% | -55.6% |
| 10Y | +37.8% | +225.0% | -187.2% | -43.4% |
| All | +222.6% | +374.2% | -151.6% | -2.7% |
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