+30.8%
XLV vs UPS
-26.3%
+57.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.6% | -2.0% | -1.6% | -3.2% |
| 30D | -1.8% | -2.0% | +0.1% | -1.5% |
| 3M | +7.8% | -6.2% | +14.0% | +8.8% |
| 6M | +9.1% | +2.8% | +6.3% | +8.0% |
| YTD | +7.7% | +5.9% | +1.8% | +5.9% |
| 1Y | +20.4% | +26.2% | -5.8% | +14.4% |
| 3Y | +30.8% | -26.0% | +56.8% | +32.1% |
| All | +30.8% | -26.3% | +57.1% | +32.1% |
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