-13.2%
UPST vs VICR
+114.5%
-127.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.2% | -9.2% | -2.4% |
| 7D | -8.8% | +5.0% | -13.7% | -10.7% |
| 30D | -12.1% | -12.5% | +0.4% | -8.6% |
| 3M | -19.5% | -33.6% | +14.1% | -10.4% |
| 6M | -6.8% | +10.7% | -17.5% | -22.6% |
| YTD | -41.5% | +80.6% | -122.1% | -62.2% |
| 1Y | -58.9% | +288.4% | -347.2% | -82.5% |
| 3Y | -15.2% | +213.8% | -228.9% | -64.8% |
| 5Y | -90.5% | +58.8% | -149.4% | -95.0% |
| All | -13.2% | +114.5% | -127.6% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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