+36.1%
UPS vs VUG
+410.7%
-374.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | -3.7% | -1.7% | -2.1% | -2.7% |
| 3M | -6.6% | +2.8% | -9.4% | -8.4% |
| 6M | +2.6% | +13.6% | -11.0% | -5.8% |
| YTD | +4.8% | +8.1% | -3.3% | -0.9% |
| 1Y | +25.3% | +13.1% | +12.2% | +14.8% |
| 3Y | -26.9% | +87.0% | -113.8% | -53.4% |
| 5Y | -33.5% | +76.0% | -109.5% | -56.6% |
| 10Y | +36.1% | +420.5% | -384.4% | -62.5% |
| All | +36.1% | +410.7% | -374.6% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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