+190.7%
UPS vs VTV
+715.1%
-524.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.1% |
| 7D | -2.1% | +0.3% | -2.4% | -2.4% |
| 30D | -2.3% | +0.1% | -2.5% | -2.4% |
| 3M | -5.2% | +6.2% | -11.4% | -9.8% |
| 6M | +1.4% | +13.5% | -12.1% | -8.6% |
| YTD | +6.1% | +18.9% | -12.7% | -7.9% |
| 1Y | +27.0% | +25.8% | +1.2% | +5.1% |
| 3Y | -25.9% | +68.7% | -94.7% | -51.7% |
| 5Y | -34.6% | +80.3% | -114.9% | -59.2% |
| 10Y | +36.2% | +226.3% | -190.2% | -47.7% |
| All | +190.7% | +715.1% | -524.4% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling