-14.8%
UPST vs ITOT
+110.0%
-124.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -1.2% |
| 7D | -12.0% | -2.0% | -10.0% | -6.4% |
| 30D | -16.0% | -2.0% | -14.1% | -10.6% |
| 3M | -17.2% | +4.5% | -21.7% | -26.2% |
| 6M | -10.9% | +12.6% | -23.5% | -35.4% |
| YTD | -42.6% | +12.0% | -54.6% | -57.1% |
| 1Y | -59.8% | +17.3% | -77.0% | -73.3% |
| 3Y | -17.9% | +75.2% | -93.1% | -81.0% |
| 5Y | -90.7% | +74.0% | -164.7% | -97.1% |
| All | -14.8% | +110.0% | -124.8% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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