-28.3%
UPST vs VIG
+11.4%
-39.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | -1.3% |
| 7D | -12.1% | -0.3% | -11.7% | -10.8% |
| 30D | -13.4% | +4.9% | -18.3% | -25.4% |
| 3M | -31.2% | +2.9% | -34.1% | -36.2% |
| 6M | -28.3% | +11.2% | -39.6% | -49.2% |
| All | -28.3% | +11.4% | -39.8% | -49.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling