+221.3%
UPS vs VUG
+1,182.3%
-961.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | +1.7% | -1.2% | +2.9% | +2.5% |
| 30D | +17.4% | -8.9% | +26.3% | +25.2% |
| 3M | +7.7% | -5.9% | +13.7% | +12.0% |
| 6M | +13.8% | -3.3% | +17.1% | +15.6% |
| YTD | +17.3% | +3.4% | +13.9% | +12.9% |
| 1Y | +27.2% | +1.9% | +25.3% | +23.6% |
| 3Y | -5.6% | +76.9% | -82.6% | -41.1% |
| 5Y | -33.5% | +63.9% | -97.4% | -57.0% |
| 10Y | +43.7% | +396.2% | -352.5% | -63.5% |
| All | +221.3% | +1,182.3% | -961.1% | -66.1% |
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