-30.7%
UPST vs VIG
+99.3%
-130.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.3% | -8.5% | -9.0% |
| 7D | -4.5% | +1.0% | -5.5% | -7.3% |
| 30D | -15.3% | +4.5% | -19.8% | -25.6% |
| 3M | -32.4% | +2.1% | -34.5% | -36.1% |
| 6M | -29.5% | +10.5% | -40.0% | -46.7% |
| YTD | -53.3% | +15.1% | -68.4% | -68.3% |
| 1Y | -47.4% | +16.9% | -64.2% | -65.5% |
| 3Y | -2.2% | +65.6% | -67.8% | -73.7% |
| 5Y | -92.0% | +64.4% | -156.4% | -97.5% |
| All | -30.7% | +99.3% | -130.1% | -82.8% |
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