-25.3%
UPST vs VIG
+62.5%
-87.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | 0.0% |
| 7D | -4.9% | -1.8% | -3.1% | +0.5% |
| 30D | -8.9% | +2.7% | -11.5% | -15.9% |
| 3M | -26.3% | 0.0% | -26.3% | -25.8% |
| 6M | -23.7% | +6.8% | -30.5% | -37.0% |
| YTD | -49.9% | +12.1% | -62.0% | -63.9% |
| 1Y | -42.0% | +14.8% | -56.8% | -60.9% |
| 3Y | -25.3% | +62.4% | -87.7% | -87.3% |
| All | -25.3% | +62.5% | -87.8% | -87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling