-34.9%
VST vs UPS
+29.9%
-64.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.7% | -18.5% | -13.8% |
| 7D | -15.7% | +8.2% | -23.9% | -16.0% |
| 30D | -17.0% | +22.7% | -39.7% | -18.1% |
| 3M | -15.9% | +6.4% | -22.3% | -15.7% |
| 6M | -25.0% | +22.6% | -47.6% | -25.0% |
| YTD | -25.1% | +20.7% | -45.8% | -26.0% |
| 1Y | -34.9% | +30.6% | -65.5% | -34.7% |
| All | -34.9% | +29.9% | -64.8% | -34.7% |
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 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