-11.7%
UPST vs VICR
+201.6%
-213.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -4.6% |
| 7D | -1.5% | +9.8% | -11.3% | -4.5% |
| 30D | -13.2% | -12.6% | -0.6% | -10.5% |
| 3M | -13.0% | -29.7% | +16.7% | -6.7% |
| 6M | -2.9% | +18.8% | -21.7% | -19.3% |
| YTD | -38.3% | +76.4% | -114.7% | -57.3% |
| 1Y | -60.5% | +282.4% | -342.8% | -81.2% |
| 3Y | -11.7% | +206.2% | -217.9% | -60.2% |
| All | -11.7% | +201.6% | -213.4% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling