+20.2%
VZ vs UPS
-34.3%
+54.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.5% | -0.6% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +1.4% | +17.3% | -16.0% | -1.0% |
| 3M | -1.3% | +6.6% | -7.9% | -2.2% |
| 6M | -0.5% | +12.0% | -12.5% | -2.6% |
| YTD | +19.6% | +14.4% | +5.3% | +16.5% |
| 1Y | +22.4% | +23.3% | -0.9% | +17.6% |
| 3Y | +55.9% | -9.6% | +65.5% | +55.8% |
| All | +20.2% | -34.3% | +54.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling