-91.2%
UPLD vs VT
+69.4%
-160.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.1% | -12.3% | -8.3% |
| 7D | +0.8% | -4.2% | +4.9% | +10.8% |
| 30D | +5.1% | -5.8% | +10.9% | +19.2% |
| 3M | -10.1% | -5.2% | -4.8% | +1.2% |
| 6M | -57.7% | +0.1% | -57.9% | -56.4% |
| YTD | -72.5% | +8.2% | -80.8% | -75.1% |
| 1Y | -79.5% | +10.1% | -89.7% | -82.0% |
| All | -91.2% | +69.4% | -160.6% | -96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling