-33.6%
UPST vs VEU
+66.1%
-99.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.3% |
| 7D | -10.6% | +2.1% | -12.7% | -15.0% |
| 30D | -14.0% | -0.9% | -13.1% | -11.7% |
| 3M | -36.8% | -5.4% | -31.5% | -27.5% |
| 6M | -27.5% | -1.8% | -25.7% | -24.3% |
| YTD | -55.3% | +10.9% | -66.2% | -66.7% |
| 1Y | -47.5% | +13.6% | -61.1% | -63.1% |
| 3Y | -10.4% | +69.3% | -79.7% | -77.1% |
| 5Y | -92.6% | +48.1% | -140.7% | -96.8% |
| All | -33.6% | +66.1% | -99.7% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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