-10.4%
UPST vs VO
+66.5%
-77.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -10.6% | +3.1% | -13.7% | -18.8% |
| 30D | -14.0% | +2.2% | -16.2% | -19.5% |
| 3M | -36.8% | -2.5% | -34.3% | -31.4% |
| 6M | -27.5% | +7.0% | -34.5% | -40.2% |
| YTD | -55.3% | +14.0% | -69.3% | -69.3% |
| 1Y | -47.5% | +15.6% | -63.2% | -65.4% |
| 3Y | -10.4% | +66.2% | -76.6% | -84.9% |
| All | -10.4% | +66.5% | -77.0% | -84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling