-35.0%
UPST vs VIG
+100.9%
-135.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.8% | -6.8% |
| 7D | -13.5% | +3.1% | -16.6% | -21.0% |
| 30D | -19.6% | +5.0% | -24.7% | -30.3% |
| 3M | -34.2% | +2.7% | -36.9% | -38.8% |
| 6M | -31.2% | +11.0% | -42.2% | -48.7% |
| YTD | -56.2% | +16.0% | -72.2% | -70.9% |
| 1Y | -51.7% | +16.3% | -67.9% | -67.9% |
| 3Y | -8.2% | +66.8% | -75.1% | -75.9% |
| 5Y | -92.8% | +64.8% | -157.5% | -97.8% |
| All | -35.0% | +100.9% | -135.9% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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