-57.4%
UPST vs VCLT
-0.4%
-57.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.9% |
| 7D | -3.5% | -0.5% | -3.0% | -2.2% |
| 30D | -7.1% | -0.9% | -6.3% | -4.7% |
| 3M | -13.1% | -3.2% | -9.8% | -5.2% |
| 6M | -1.1% | -3.8% | +2.7% | +7.6% |
| YTD | -35.9% | -2.0% | -33.8% | -31.8% |
| 1Y | -57.4% | -0.8% | -56.6% | -54.2% |
| All | -57.4% | -0.4% | -57.0% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling