+2,926.4%
V vs UPS
+170.4%
+2,756.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -1.7% | -2.9% | +1.2% | -0.3% |
| 30D | +2.0% | -3.5% | +5.5% | +3.6% |
| 3M | +17.4% | -5.7% | +23.1% | +19.7% |
| 6M | +17.5% | -4.4% | +21.9% | +18.0% |
| YTD | +7.6% | +8.0% | -0.4% | +1.5% |
| 1Y | +7.7% | +29.0% | -21.3% | -7.5% |
| 3Y | +54.7% | -27.7% | +82.4% | +69.6% |
| 5Y | +73.0% | -34.3% | +107.4% | +94.5% |
| 10Y | +390.9% | +37.8% | +353.1% | +219.4% |
| All | +2,926.4% | +170.4% | +2,756.0% | +1,061.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling