+3,306.4%
V vs UPS
+193.3%
+3,113.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.3% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | +9.5% | +17.3% | -7.8% | +1.5% |
| 3M | +16.7% | +7.9% | +8.8% | +12.2% |
| 6M | +32.9% | +13.7% | +19.2% | +23.4% |
| YTD | +21.1% | +17.2% | +3.9% | +9.7% |
| 1Y | +26.6% | +23.2% | +3.4% | +11.7% |
| 3Y | +78.4% | -5.9% | +84.2% | +70.2% |
| 5Y | +105.5% | -33.1% | +138.5% | +130.5% |
| 10Y | +444.2% | +44.3% | +399.9% | +248.1% |
| All | +3,306.4% | +193.3% | +3,113.1% | +1,153.8% |
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