+36.4%
UPS vs VTR
+99.2%
-62.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -2.0% | +1.1% | -3.1% | -2.2% |
| 3M | -6.2% | +7.9% | -14.1% | -7.6% |
| 6M | +2.8% | +6.2% | -3.4% | +1.4% |
| YTD | +5.9% | +17.7% | -11.8% | +2.4% |
| 1Y | +26.2% | +32.9% | -6.6% | +19.2% |
| 3Y | -26.0% | +129.7% | -155.7% | -37.4% |
| 5Y | -34.3% | +89.3% | -123.6% | -43.0% |
| All | +36.4% | +99.2% | -62.8% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling