+52.0%
V vs UPS
-27.1%
+79.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.1% |
| 7D | -2.9% | -3.7% | +0.8% | -2.3% |
| 30D | +1.9% | -3.7% | +5.6% | +2.5% |
| 3M | +13.2% | -6.6% | +19.8% | +14.2% |
| 6M | +16.7% | +2.6% | +14.2% | +15.6% |
| YTD | +5.4% | +4.8% | +0.6% | +3.8% |
| 1Y | +7.7% | +25.3% | -17.6% | +2.5% |
| All | +52.0% | -27.1% | +79.1% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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