-12.1%
UPST vs VCLT
-15.4%
+3.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.7% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | -14.3% | +0.1% | -14.4% | -14.2% |
| 3M | -16.6% | -2.9% | -13.8% | -12.0% |
| 6M | -7.3% | -4.0% | -3.3% | +0.3% |
| YTD | -40.8% | -2.2% | -38.5% | -37.7% |
| 1Y | -62.4% | -2.6% | -59.8% | -60.3% |
| 3Y | -15.3% | +12.3% | -27.6% | -27.8% |
| 5Y | -91.1% | -16.4% | -74.7% | -89.6% |
| All | -12.1% | -15.4% | +3.2% | -9.0% |
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