-96.2%
UPLD vs VT
+243.3%
-339.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.2% | -7.2% |
| 7D | -21.3% | +0.4% | -21.7% | -21.7% |
| 30D | -15.3% | +1.0% | -16.3% | -16.0% |
| 3M | -51.9% | +2.4% | -54.3% | -52.8% |
| 6M | -51.9% | +12.0% | -64.0% | -57.5% |
| YTD | -74.1% | +15.3% | -89.5% | -77.8% |
| 1Y | -84.6% | +22.6% | -107.1% | -87.7% |
| 3Y | -90.0% | +74.7% | -164.7% | -94.7% |
| 5Y | -99.0% | +66.1% | -165.2% | -99.4% |
| 10Y | -95.9% | +225.0% | -320.9% | -98.5% |
| All | -96.2% | +243.3% | -339.5% | -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 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