+301.1%
VST vs UPS
-5.9%
+307.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.8% |
| 7D | +19.2% | -0.6% | +19.7% | +19.1% |
| 30D | -17.2% | +16.4% | -33.6% | -17.5% |
| 3M | -8.1% | +7.9% | -16.1% | -8.2% |
| 6M | -8.1% | +15.8% | -24.0% | -8.1% |
| YTD | -16.3% | +16.6% | -32.8% | -16.4% |
| 1Y | -24.1% | +22.3% | -46.4% | -24.1% |
| All | +301.1% | -5.9% | +307.1% | +284.5% |
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