+221.2%
UPS vs VTR
+6,427.2%
-6,206.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -2.1% | -2.4% | +0.3% | -1.6% |
| 30D | -2.3% | -3.7% | +1.4% | -1.6% |
| 3M | -5.2% | +13.5% | -18.8% | -7.8% |
| 6M | +1.4% | +7.2% | -5.8% | -0.3% |
| YTD | +6.1% | +17.6% | -11.5% | +2.3% |
| 1Y | +27.0% | +35.4% | -8.4% | +18.7% |
| 3Y | -25.9% | +132.8% | -158.8% | -38.4% |
| 5Y | -34.6% | +88.7% | -123.2% | -43.8% |
| 10Y | +36.2% | +87.6% | -51.5% | +9.1% |
| All | +221.2% | +6,427.2% | -6,206.0% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling