-8.4%
UPST vs VRSN
+34.2%
-42.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.4% | -1.3% |
| 7D | -1.5% | -2.1% | +0.6% | +0.2% |
| 30D | -13.2% | -3.9% | -9.3% | -10.6% |
| 3M | -13.0% | -0.1% | -12.8% | -14.1% |
| 6M | -2.9% | +16.4% | -19.3% | -17.8% |
| YTD | -38.3% | +17.2% | -55.5% | -48.9% |
| 1Y | -60.5% | +1.0% | -61.4% | -62.5% |
| 3Y | -11.7% | +39.1% | -50.8% | -43.4% |
| 5Y | -90.2% | +29.0% | -119.2% | -93.1% |
| All | -8.4% | +34.2% | -42.6% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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