-78.9%
UPST vs VSXY
+33.4%
-112.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -1.8% |
| 7D | -12.0% | -0.3% | -11.7% | -12.0% |
| 30D | -16.0% | -22.1% | +6.0% | -7.7% |
| 3M | -17.2% | -1.1% | -16.0% | -18.1% |
| 6M | -10.9% | +53.8% | -64.7% | -33.2% |
| YTD | -42.6% | +35.5% | -78.1% | -54.9% |
| 1Y | -59.8% | +186.0% | -245.8% | -78.7% |
| 3Y | -17.9% | +343.2% | -361.1% | -71.4% |
| 5Y | -90.7% | +19.0% | -109.7% | -93.9% |
| All | -78.9% | +33.4% | -112.4% | -84.6% |
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