+2,723.0%
VRT vs UPS
+20.3%
+2,702.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.5% | +4.8% |
| 7D | +9.1% | -2.9% | +12.0% | +10.2% |
| 30D | +0.9% | -3.5% | +4.4% | +2.1% |
| 3M | -13.4% | -5.7% | -7.7% | -11.8% |
| 6M | +11.7% | -4.4% | +16.1% | +12.7% |
| YTD | +73.2% | +8.0% | +65.2% | +67.4% |
| 1Y | +123.4% | +29.0% | +94.4% | +101.5% |
| 3Y | +606.2% | -27.7% | +633.9% | +658.2% |
| 5Y | +899.9% | -34.3% | +934.2% | +1,022.8% |
| All | +2,723.0% | +20.3% | +2,702.8% | +2,537.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling