-30.2%
UPST vs VO
+75.4%
-105.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | -3.1% |
| 7D | -12.1% | +0.2% | -12.3% | -13.1% |
| 30D | -13.4% | +2.0% | -15.4% | -18.5% |
| 3M | -31.2% | -0.3% | -30.9% | -30.4% |
| 6M | -28.3% | +7.3% | -35.6% | -41.2% |
| YTD | -53.0% | +15.0% | -68.0% | -68.3% |
| 1Y | -47.2% | +14.7% | -61.9% | -63.8% |
| 3Y | -1.5% | +67.3% | -68.8% | -74.8% |
| 5Y | -91.6% | +38.8% | -130.5% | -95.2% |
| All | -30.2% | +75.4% | -105.6% | -76.9% |
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