-25.3%
UPST vs VLTO
+69.5%
-94.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.5% |
| 7D | -4.9% | +5.4% | -10.3% | -9.3% |
| 30D | -8.9% | +22.3% | -31.2% | -24.7% |
| 3M | -26.3% | +19.6% | -45.9% | -37.7% |
| 6M | -23.7% | +35.2% | -58.9% | -43.6% |
| YTD | -49.9% | +17.9% | -67.8% | -57.2% |
| 1Y | -42.0% | +19.5% | -61.5% | -51.4% |
| 3Y | -25.3% | +73.9% | -99.2% | -51.9% |
| All | -25.3% | +69.5% | -94.8% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling