-17.6%
UPST vs VLTO
+54.1%
-71.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.0% |
| 7D | -10.9% | +12.0% | -22.9% | -20.0% |
| 30D | -7.2% | +20.8% | -28.0% | -22.4% |
| 3M | -26.7% | +20.1% | -46.8% | -38.2% |
| 6M | -29.0% | +32.6% | -61.6% | -46.4% |
| YTD | -49.4% | +17.3% | -66.7% | -56.6% |
| 1Y | -47.0% | +17.3% | -64.3% | -54.7% |
| 3Y | -27.0% | +66.9% | -93.9% | -54.7% |
| All | -17.6% | +54.1% | -71.7% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling