-35.0%
UPST vs VICR
+78.5%
-113.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -4.8% | -6.1% |
| 7D | -13.5% | +21.9% | -35.4% | -19.8% |
| 30D | -19.6% | -38.4% | +18.7% | -7.1% |
| 3M | -34.2% | -27.2% | -7.0% | -31.3% |
| 6M | -31.2% | -43.7% | +12.5% | -25.3% |
| YTD | -56.2% | +50.3% | -106.5% | -71.6% |
| 1Y | -51.7% | +74.6% | -126.2% | -70.8% |
| 3Y | -8.2% | +351.2% | -359.4% | -70.3% |
| 5Y | -92.8% | +2.5% | -95.2% | -95.6% |
| All | -35.0% | +78.5% | -113.5% | -72.4% |
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