+373.4%
VST vs UPS
-27.5%
+400.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.6% |
| 7D | +8.9% | -2.9% | +11.8% | +9.0% |
| 30D | +6.2% | -3.5% | +9.7% | +6.4% |
| 3M | -2.7% | -5.7% | +3.0% | -2.6% |
| 6M | -8.4% | -4.4% | -4.0% | -8.4% |
| YTD | -7.2% | +8.0% | -15.2% | -7.3% |
| 1Y | -20.9% | +29.0% | -49.9% | -21.2% |
| All | +373.4% | -27.5% | +400.9% | +342.5% |
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