-11.7%
UPST vs VSXY
+335.0%
-346.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.7% | -5.0% |
| 7D | -1.5% | -6.8% | +5.3% | +0.2% |
| 30D | -13.2% | -20.4% | +7.1% | -7.4% |
| 3M | -13.0% | +2.9% | -15.9% | -14.7% |
| 6M | -2.9% | +67.9% | -70.8% | -24.3% |
| YTD | -38.3% | +44.9% | -83.2% | -49.5% |
| 1Y | -60.5% | +205.9% | -266.4% | -76.6% |
| 3Y | -11.7% | +373.9% | -385.6% | -62.1% |
| All | -11.7% | +335.0% | -346.7% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling