-51.7%
UPST vs VICR
+65.4%
-117.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -4.8% | -6.5% |
| 7D | -13.5% | +21.9% | -35.4% | -16.1% |
| 30D | -19.6% | -38.4% | +18.7% | -14.2% |
| 3M | -34.2% | -27.2% | -7.0% | -32.9% |
| 6M | -31.2% | -43.7% | +12.5% | -28.6% |
| YTD | -56.2% | +50.3% | -106.5% | -71.2% |
| 1Y | -51.7% | +74.6% | -126.2% | -70.9% |
| All | -51.7% | +65.4% | -117.1% | -70.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling