-60.5%
UPST vs VIG
+14.9%
-75.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -1.4% |
| 7D | -1.5% | -0.4% | -1.1% | -0.2% |
| 30D | -13.2% | -2.1% | -11.1% | -7.1% |
| 3M | -13.0% | +3.3% | -16.3% | -20.7% |
| 6M | -2.9% | +9.3% | -12.2% | -24.8% |
| YTD | -38.3% | +10.1% | -48.4% | -52.8% |
| 1Y | -60.5% | +14.7% | -75.2% | -70.6% |
| All | -60.5% | +14.9% | -75.3% | -70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling