-95.1%
UPLD vs VT
+223.7%
-318.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.6% | -6.5% | -7.8% |
| 7D | -4.6% | +0.4% | -5.0% | -4.4% |
| 30D | +6.0% | -2.6% | +8.6% | +10.7% |
| 3M | -27.3% | -3.2% | -24.1% | -23.3% |
| 6M | -61.5% | +0.9% | -62.5% | -61.2% |
| YTD | -73.3% | +11.3% | -84.6% | -76.4% |
| 1Y | -77.8% | +14.0% | -91.8% | -81.0% |
| 3Y | -91.5% | +75.8% | -167.4% | -96.0% |
| 5Y | -98.5% | +57.8% | -156.4% | -99.2% |
| 10Y | -95.1% | +219.8% | -314.9% | -98.6% |
| All | -95.1% | +223.7% | -318.8% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling