-26.0%
UPS vs VWO
+62.9%
-88.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | -2.0% | -1.8% | -0.2% | -0.9% |
| 30D | -2.0% | -0.1% | -1.9% | -1.9% |
| 3M | -6.2% | +2.2% | -8.5% | -7.7% |
| 6M | +2.8% | +8.8% | -6.0% | -2.9% |
| YTD | +5.9% | +12.4% | -6.5% | -2.2% |
| 1Y | +26.2% | +15.6% | +10.7% | +14.2% |
| 3Y | -26.0% | +62.5% | -88.5% | -49.8% |
| All | -26.0% | +62.9% | -88.9% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling