+778.9%
XLV vs UPS
+236.6%
+542.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.6% | -2.0% | -1.6% | -2.9% |
| 30D | -1.8% | -2.0% | +0.1% | -1.2% |
| 3M | +7.8% | -6.2% | +14.0% | +9.7% |
| 6M | +9.1% | +2.8% | +6.3% | +7.0% |
| YTD | +7.7% | +5.9% | +1.8% | +4.3% |
| 1Y | +20.4% | +26.2% | -5.8% | +9.2% |
| 3Y | +30.8% | -26.0% | +56.8% | +39.0% |
| 5Y | +34.6% | -34.3% | +68.9% | +45.9% |
| 10Y | +173.4% | +37.5% | +135.8% | +108.9% |
| All | +778.9% | +236.6% | +542.3% | +346.9% |
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