+397.6%
VRT vs UPS
-5.9%
+403.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +1.7% |
| 7D | +18.6% | -0.6% | +19.2% | +18.7% |
| 30D | -11.7% | +16.4% | -28.1% | -13.4% |
| 3M | -27.3% | +7.9% | -35.2% | -28.0% |
| 6M | -42.9% | +15.8% | -58.7% | -44.0% |
| YTD | +29.5% | +16.6% | +12.9% | +27.0% |
| 1Y | +21.0% | +22.3% | -1.3% | +18.2% |
| All | +397.6% | -5.9% | +403.6% | +352.2% |
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