+644.6%
VRT vs UPS
-26.6%
+671.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.4% | +4.0% |
| 7D | +13.6% | -2.1% | +15.7% | +14.0% |
| 30D | +6.8% | -2.3% | +9.1% | +7.2% |
| 3M | -3.2% | -5.2% | +2.0% | -2.5% |
| 6M | +20.3% | +1.4% | +18.9% | +19.7% |
| YTD | +79.6% | +6.1% | +73.5% | +77.6% |
| 1Y | +139.0% | +27.0% | +112.0% | +129.6% |
| 3Y | +644.6% | -25.9% | +670.5% | +705.3% |
| All | +644.6% | -26.6% | +671.2% | +705.3% |
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 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