+195.9%
UPS vs VUG
+1,251.8%
-1,055.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -2.9% | -0.1% | -2.8% | -2.8% |
| 30D | -3.5% | -0.3% | -3.2% | -3.3% |
| 3M | -5.7% | -0.7% | -5.0% | -5.5% |
| 6M | -4.4% | +14.6% | -19.0% | -13.9% |
| YTD | +8.0% | +9.0% | -1.0% | +0.6% |
| 1Y | +29.0% | +14.9% | +14.2% | +15.3% |
| 3Y | -27.7% | +86.0% | -113.8% | -56.3% |
| 5Y | -34.3% | +76.7% | -111.0% | -59.7% |
| 10Y | +37.8% | +411.3% | -373.5% | -65.5% |
| All | +195.9% | +1,251.8% | -1,055.9% | -69.8% |
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