+262.4%
VST vs UPS
-10.2%
+272.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.5% | +13.0% | +10.5% |
| 7D | -9.8% | 0.0% | -9.9% | -9.8% |
| 30D | -25.1% | +17.3% | -42.5% | -25.5% |
| 3M | -11.6% | +6.6% | -18.2% | -11.7% |
| 6M | -20.9% | +12.0% | -32.9% | -20.9% |
| YTD | -22.3% | +14.4% | -36.7% | -22.4% |
| 1Y | -32.0% | +23.3% | -55.3% | -32.1% |
| 3Y | +262.4% | -9.6% | +272.0% | +242.3% |
| All | +262.4% | -10.2% | +272.6% | +242.3% |
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