-4.8%
UPST vs VICR
+104.3%
-109.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -3.8% |
| 7D | -3.5% | +0.4% | -4.0% | -3.8% |
| 30D | -7.1% | -13.9% | +6.8% | -2.8% |
| 3M | -13.1% | -38.4% | +25.3% | 0.0% |
| 6M | -1.1% | -7.2% | +6.1% | -11.8% |
| YTD | -35.9% | +72.0% | -107.9% | -57.7% |
| 1Y | -57.4% | +263.3% | -320.7% | -81.3% |
| 3Y | -14.9% | +173.3% | -188.1% | -62.2% |
| 5Y | -88.7% | +47.3% | -136.0% | -93.8% |
| All | -4.8% | +104.3% | -109.1% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling