-35.0%
UPST vs ITOT
+109.8%
-144.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -5.5% |
| 7D | -13.5% | +3.3% | -16.8% | -21.3% |
| 30D | -19.6% | -2.5% | -17.2% | -13.5% |
| 3M | -34.2% | -2.3% | -31.9% | -29.1% |
| 6M | -31.2% | +3.0% | -34.3% | -35.7% |
| YTD | -56.2% | +11.9% | -68.1% | -67.2% |
| 1Y | -51.7% | +12.0% | -63.7% | -63.6% |
| 3Y | -8.2% | +77.8% | -86.0% | -79.9% |
| 5Y | -92.8% | +65.0% | -157.8% | -97.6% |
| All | -35.0% | +109.8% | -144.8% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling