+4.4%
UPST vs VLTO
+27.2%
-22.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.2% |
| 7D | -3.5% | -2.3% | -1.3% | -1.4% |
| 30D | -7.1% | -0.9% | -6.2% | -6.2% |
| 3M | -13.1% | +13.8% | -26.9% | -24.0% |
| 6M | -1.1% | +2.0% | -3.1% | -3.7% |
| YTD | -35.9% | -3.2% | -32.7% | -34.1% |
| 1Y | -57.4% | -9.2% | -48.2% | -53.3% |
| All | +4.4% | +27.2% | -22.8% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling