-30.7%
UPST vs VCLT
-16.4%
-14.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.1% | -7.2% | -6.5% |
| 7D | -4.5% | +0.2% | -4.7% | -4.6% |
| 30D | -15.3% | +2.3% | -17.6% | -18.1% |
| 3M | -32.4% | -1.1% | -31.4% | -30.7% |
| 6M | -29.5% | -4.2% | -25.4% | -23.3% |
| YTD | -53.3% | -3.4% | -49.9% | -49.7% |
| 1Y | -47.4% | -3.8% | -43.6% | -42.8% |
| 3Y | -2.2% | +14.7% | -16.9% | -18.5% |
| 5Y | -92.0% | -16.7% | -75.4% | -90.6% |
| All | -30.7% | -16.4% | -14.4% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling