-10.4%
UPST vs ITOT
+77.6%
-88.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +3.2% |
| 7D | -10.6% | +2.5% | -13.1% | -16.6% |
| 30D | -14.0% | -1.7% | -12.3% | -9.7% |
| 3M | -36.8% | -3.4% | -33.5% | -30.1% |
| 6M | -27.5% | +2.1% | -29.6% | -30.2% |
| YTD | -55.3% | +11.5% | -66.8% | -65.7% |
| 1Y | -47.5% | +13.6% | -61.2% | -61.6% |
| 3Y | -10.4% | +77.2% | -87.6% | -88.2% |
| All | -10.4% | +77.6% | -88.1% | -88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling