-90.2%
UPST vs VCLT
-15.1%
-75.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.7% |
| 7D | -1.5% | +0.3% | -1.8% | -2.0% |
| 30D | -13.2% | -0.6% | -12.7% | -12.1% |
| 3M | -13.0% | -2.2% | -10.7% | -8.7% |
| 6M | -2.9% | -2.9% | 0.0% | +3.7% |
| YTD | -38.3% | -2.1% | -36.2% | -35.1% |
| 1Y | -60.5% | -2.6% | -57.9% | -58.0% |
| 3Y | -11.7% | +12.5% | -24.2% | -26.8% |
| 5Y | -90.2% | -15.3% | -74.9% | -86.5% |
| All | -90.2% | -15.1% | -75.1% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling