-83.6%
UPST vs VSXY
+93.0%
-176.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.7% | +1.5% |
| 7D | -10.6% | -1.7% | -8.9% | -9.9% |
| 30D | -14.0% | +20.1% | -34.1% | -20.1% |
| 3M | -36.8% | +16.6% | -53.4% | -41.4% |
| 6M | -27.5% | +134.9% | -162.5% | -54.3% |
| YTD | -55.3% | +96.0% | -151.3% | -70.0% |
| 1Y | -47.5% | +203.8% | -251.3% | -72.0% |
| 3Y | -10.4% | +465.3% | -475.8% | -70.8% |
| 5Y | -92.6% | +106.3% | -198.9% | -95.8% |
| All | -83.6% | +93.0% | -176.6% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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