-90.2%
UPST vs VIG
+63.6%
-153.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.0% |
| 3M | -13.0% | +3.3% | -16.3% | -20.9% |
| 6M | -2.9% | +9.3% | -12.2% | -25.2% |
| YTD | -38.3% | +10.1% | -48.4% | -53.2% |
| 1Y | -60.5% | +14.7% | -75.2% | -73.4% |
| 3Y | -11.7% | +56.9% | -68.7% | -75.0% |
| 5Y | -90.2% | +62.9% | -153.1% | -96.9% |
| All | -90.2% | +63.6% | -153.7% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling