-83.9%
UPST vs VSXY
+90.2%
-174.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.8% | -2.1% | -4.9% |
| 7D | -13.5% | -1.6% | -11.9% | -12.9% |
| 30D | -19.6% | +17.8% | -37.4% | -24.7% |
| 3M | -34.2% | +12.5% | -46.7% | -38.1% |
| 6M | -31.2% | +124.7% | -155.9% | -55.7% |
| YTD | -56.2% | +93.2% | -149.4% | -70.4% |
| 1Y | -51.7% | +195.6% | -247.3% | -73.9% |
| 3Y | -8.2% | +434.6% | -442.9% | -69.3% |
| 5Y | -92.8% | +103.3% | -196.1% | -95.9% |
| All | -83.9% | +90.2% | -174.2% | -89.9% |
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