+219.3%
UPS vs VUG
+1,200.5%
-981.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -0.6% | +4.4% | -5.0% | -3.7% |
| 30D | +16.4% | -7.3% | +23.8% | +22.7% |
| 3M | +7.9% | -4.2% | +12.2% | +10.8% |
| 6M | +15.8% | -1.6% | +17.4% | +16.2% |
| YTD | +16.6% | +4.9% | +11.7% | +11.1% |
| 1Y | +22.3% | +3.8% | +18.5% | +17.3% |
| 3Y | -6.2% | +79.4% | -85.6% | -42.1% |
| 5Y | -34.4% | +63.9% | -98.3% | -57.5% |
| 10Y | +41.7% | +404.0% | -362.4% | -64.4% |
| All | +219.3% | +1,200.5% | -981.2% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling