+36.4%
UPS vs VTRS
-48.4%
+84.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -2.0% | -2.2% | +0.2% | -1.5% |
| 30D | -2.0% | +3.3% | -5.3% | -2.7% |
| 3M | -6.2% | +2.0% | -8.2% | -6.7% |
| 6M | +2.8% | +19.9% | -17.2% | -1.5% |
| YTD | +5.9% | +35.7% | -29.8% | -1.4% |
| 1Y | +26.2% | +68.1% | -41.8% | +12.0% |
| 3Y | -26.0% | +87.1% | -113.1% | -36.7% |
| 5Y | -34.3% | +47.6% | -81.9% | -42.5% |
| All | +36.4% | -48.4% | +84.7% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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