+948.7%
VTI vs UPS
+275.0%
+673.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | +0.1% |
| 7D | -0.4% | -3.7% | +3.3% | +1.5% |
| 30D | -1.6% | -3.7% | +2.2% | +0.2% |
| 3M | +3.6% | -6.6% | +10.1% | +6.3% |
| 6M | +13.0% | +2.6% | +10.5% | +10.0% |
| YTD | +12.7% | +4.8% | +7.9% | +7.9% |
| 1Y | +18.4% | +25.3% | -6.9% | +2.7% |
| 3Y | +76.4% | -26.9% | +103.3% | +93.2% |
| 5Y | +73.7% | -33.5% | +107.2% | +94.9% |
| 10Y | +302.5% | +36.1% | +266.4% | +168.2% |
| All | +948.7% | +275.0% | +673.7% | +252.9% |
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