-93.5%
UPST vs VO
+32.6%
-126.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -0.7% |
| 7D | -4.9% | -2.6% | -2.4% | +3.0% |
| 30D | -8.9% | -0.9% | -7.9% | -5.9% |
| 3M | -26.3% | -3.0% | -23.3% | -18.4% |
| 6M | -23.7% | +2.2% | -25.9% | -27.7% |
| YTD | -49.9% | +10.6% | -60.5% | -62.3% |
| 1Y | -42.0% | +12.5% | -54.5% | -58.3% |
| 3Y | -25.3% | +61.4% | -86.7% | -80.0% |
| All | -93.5% | +32.6% | -126.1% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling