-62.4%
UPST vs VCLT
-2.6%
-59.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.5% |
| 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% | -9.8% |
| 6M | -7.3% | -4.0% | -3.3% | +1.3% |
| YTD | -40.8% | -2.2% | -38.5% | -36.7% |
| 1Y | -62.4% | -2.6% | -59.8% | -57.9% |
| All | -62.4% | -2.6% | -59.8% | -57.9% |
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