-90.3%
UPSX vs VT
+30.7%
-121.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -5.4% |
| 7D | -3.5% | +1.0% | -4.6% | -8.1% |
| 30D | -27.5% | -0.2% | -27.3% | -25.3% |
| 3M | -32.3% | +4.5% | -36.9% | -43.0% |
| 6M | -28.7% | +14.1% | -42.7% | -60.1% |
| YTD | -75.3% | +14.8% | -90.1% | -86.4% |
| 1Y | -91.7% | +21.2% | -112.9% | -96.4% |
| All | -90.3% | +30.7% | -121.0% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling