+953.6%
VRT vs UPS
-35.0%
+988.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.4% | -9.1% |
| 7D | +2.4% | -3.7% | +6.1% | +4.1% |
| 30D | -2.7% | -3.7% | +1.1% | -1.1% |
| 3M | -9.2% | -6.6% | -2.6% | -6.9% |
| 6M | -0.5% | +2.6% | -3.1% | -2.3% |
| YTD | +62.3% | +4.8% | +57.6% | +57.0% |
| 1Y | +109.6% | +25.3% | +84.3% | +84.8% |
| 3Y | +573.1% | -26.9% | +599.9% | +636.7% |
| 5Y | +953.6% | -33.5% | +987.1% | +1,150.0% |
| All | +953.6% | -35.0% | +988.6% | +1,150.0% |
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