+81.7%
VRT vs UPS
+26.3%
+55.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.8% |
| 7D | -7.7% | -3.4% | -4.3% | -7.0% |
| 30D | -12.0% | -2.7% | -9.2% | -11.4% |
| 3M | -11.7% | -1.6% | -10.0% | -11.6% |
| 6M | -8.1% | +2.3% | -10.4% | -8.8% |
| YTD | +53.2% | +5.6% | +47.7% | +54.2% |
| 1Y | +81.7% | +27.1% | +54.6% | +86.6% |
| All | +81.7% | +26.3% | +55.4% | +86.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling