+73.1%
VOO vs UPS
-33.1%
+106.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.9% |
| 7D | +2.6% | +3.8% | -1.2% | +1.4% |
| 30D | -2.0% | +17.4% | -19.3% | -6.6% |
| 3M | -2.8% | +8.2% | -11.0% | -5.2% |
| 6M | +2.2% | +17.9% | -15.8% | -3.5% |
| YTD | +11.5% | +18.7% | -7.2% | +4.3% |
| 1Y | +13.5% | +24.8% | -11.3% | +4.3% |
| 3Y | +78.1% | -4.5% | +82.6% | +71.2% |
| All | +73.1% | -33.1% | +106.2% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling