+60.9%
UPS vs VTEB
+25.1%
+35.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -3.4% | -1.2% | -2.2% | -3.0% |
| 30D | -2.7% | -2.9% | +0.1% | -1.7% |
| 3M | -1.6% | -3.2% | +1.5% | -0.5% |
| 6M | +2.3% | -2.6% | +5.0% | +3.3% |
| YTD | +5.6% | -1.8% | +7.4% | +6.4% |
| 1Y | +27.1% | +0.2% | +26.8% | +27.2% |
| 3Y | -26.3% | +8.2% | -34.5% | -27.8% |
| 5Y | -34.5% | +0.8% | -35.3% | -35.4% |
| 10Y | +37.1% | +17.7% | +19.5% | +45.0% |
| All | +60.9% | +25.1% | +35.9% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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