-27.2%
UPST vs VLTO
+56.4%
-83.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.6% |
| 7D | -10.6% | +1.0% | -11.6% | -11.3% |
| 30D | -14.0% | +17.5% | -31.5% | -26.0% |
| 3M | -36.8% | +21.4% | -58.2% | -47.2% |
| 6M | -27.5% | +38.1% | -65.7% | -47.4% |
| YTD | -55.3% | +19.0% | -74.3% | -62.1% |
| 1Y | -47.5% | +20.7% | -68.2% | -56.4% |
| 3Y | -10.4% | +64.3% | -74.7% | -43.7% |
| All | -27.2% | +56.4% | -83.6% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling