-96.0%
UPLD vs VT
+222.1%
-318.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.1% | -12.3% | -11.0% |
| 7D | +0.8% | -4.2% | +4.9% | +7.5% |
| 30D | +5.1% | -5.8% | +10.9% | +14.6% |
| 3M | -10.1% | -5.2% | -4.8% | -2.5% |
| 6M | -57.7% | +0.1% | -57.9% | -56.8% |
| YTD | -72.5% | +8.2% | -80.8% | -74.2% |
| 1Y | -79.5% | +10.1% | -89.7% | -81.2% |
| 3Y | -90.8% | +69.7% | -160.5% | -94.9% |
| 5Y | -98.5% | +53.4% | -151.9% | -99.0% |
| 10Y | -95.2% | +219.2% | -314.4% | -98.1% |
| All | -96.0% | +222.1% | -318.1% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling