-17.2%
UPST vs VLTO
+56.1%
-73.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.0% |
| 7D | +4.4% | +2.0% | +2.4% | +2.7% |
| 30D | -7.7% | +21.8% | -29.5% | -23.3% |
| 3M | -28.4% | +20.2% | -48.6% | -39.7% |
| 6M | -23.2% | +36.3% | -59.5% | -43.5% |
| YTD | -49.1% | +18.8% | -68.0% | -56.9% |
| 1Y | -42.4% | +20.4% | -62.8% | -52.0% |
| 3Y | +5.4% | +71.9% | -66.6% | -36.4% |
| All | -17.2% | +56.1% | -73.3% | -47.2% |
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