+36.4%
UPS vs VTV
+234.5%
-198.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.4% |
| 7D | -2.0% | -1.1% | -0.9% | -0.9% |
| 30D | -2.0% | -1.0% | -0.9% | -1.0% |
| 3M | -6.2% | +4.6% | -10.9% | -10.1% |
| 6M | +2.8% | +13.5% | -10.7% | -8.4% |
| YTD | +5.9% | +18.5% | -12.6% | -9.2% |
| 1Y | +26.2% | +22.9% | +3.4% | +4.6% |
| 3Y | -26.0% | +67.8% | -93.8% | -53.7% |
| 5Y | -34.3% | +81.8% | -116.1% | -61.2% |
| All | +36.4% | +234.5% | -198.1% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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