-4.8%
UPST vs VIG
+92.3%
-97.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -0.3% |
| 7D | -3.5% | -0.4% | -3.1% | -2.2% |
| 30D | -7.1% | -1.0% | -6.2% | -4.1% |
| 3M | -13.1% | +2.8% | -15.8% | -19.0% |
| 6M | -1.1% | +8.2% | -9.3% | -20.3% |
| YTD | -35.9% | +11.0% | -46.9% | -51.6% |
| 1Y | -57.4% | +16.1% | -73.6% | -71.6% |
| 3Y | -14.9% | +56.2% | -71.0% | -72.8% |
| 5Y | -88.7% | +63.0% | -151.6% | -96.1% |
| All | -4.8% | +92.3% | -97.1% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling