-30.7%
UPST vs VO
+73.2%
-104.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | 0.0% | -8.2% | -8.2% |
| 7D | -4.5% | -0.2% | -4.3% | -4.2% |
| 30D | -15.3% | +0.5% | -15.8% | -16.4% |
| 3M | -32.4% | -1.1% | -31.3% | -29.9% |
| 6M | -29.5% | +6.4% | -35.9% | -40.7% |
| YTD | -53.3% | +13.5% | -66.9% | -67.3% |
| 1Y | -47.4% | +13.6% | -60.9% | -62.8% |
| 3Y | -2.2% | +65.2% | -67.4% | -74.0% |
| 5Y | -92.0% | +37.7% | -129.8% | -95.3% |
| All | -30.7% | +73.2% | -104.0% | -76.2% |
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