-4.8%
UPST vs VO
+74.2%
-79.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.0% |
| 7D | -3.5% | -0.3% | -3.3% | -2.7% |
| 30D | -7.1% | -0.3% | -6.8% | -5.8% |
| 3M | -13.1% | +2.9% | -16.0% | -19.5% |
| 6M | -1.1% | +9.3% | -10.4% | -23.4% |
| YTD | -35.9% | +14.2% | -50.0% | -55.9% |
| 1Y | -57.4% | +15.3% | -72.7% | -71.1% |
| 3Y | -14.9% | +56.2% | -71.1% | -72.8% |
| 5Y | -88.7% | +42.4% | -131.1% | -93.7% |
| All | -4.8% | +74.2% | -79.0% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling