+148.3%
UPS vs VYM
+487.3%
-339.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.8% |
| 7D | -3.7% | -1.0% | -2.7% | -2.8% |
| 30D | -3.7% | -2.0% | -1.7% | -1.9% |
| 3M | -6.6% | +3.1% | -9.6% | -9.0% |
| 6M | +2.6% | +8.9% | -6.3% | -4.8% |
| YTD | +4.8% | +14.7% | -10.0% | -7.2% |
| 1Y | +25.3% | +19.4% | +5.9% | +7.0% |
| 3Y | -26.9% | +65.4% | -92.3% | -53.2% |
| 5Y | -33.5% | +77.6% | -111.1% | -59.7% |
| 10Y | +36.1% | +207.8% | -171.7% | -49.4% |
| All | +148.3% | +487.3% | -339.0% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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