-24.5%
UPST vs VO
+73.3%
-97.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | -6.6% |
| 7D | +4.4% | -0.1% | +4.5% | +4.5% |
| 30D | -7.7% | +0.5% | -8.2% | -9.0% |
| 3M | -28.4% | -1.0% | -27.4% | -25.9% |
| 6M | -23.2% | +6.4% | -29.6% | -35.5% |
| YTD | -49.1% | +13.6% | -62.7% | -64.4% |
| 1Y | -42.4% | +14.5% | -56.8% | -60.3% |
| 3Y | +5.4% | +67.2% | -61.9% | -73.0% |
| 5Y | -92.9% | +36.1% | -129.0% | -95.7% |
| All | -24.5% | +73.3% | -97.8% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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