-76.5%
UPST vs VSXY
+37.4%
-113.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.3% | -2.7% |
| 7D | -3.5% | -14.0% | +10.4% | +2.0% |
| 30D | -7.1% | -15.9% | +8.8% | -1.2% |
| 3M | -13.1% | +3.4% | -16.5% | -15.7% |
| 6M | -1.1% | +25.9% | -27.0% | -19.0% |
| YTD | -35.9% | +39.5% | -75.3% | -50.2% |
| 1Y | -57.4% | +194.4% | -251.8% | -77.7% |
| 3Y | -14.9% | +281.4% | -296.3% | -67.6% |
| 5Y | -88.7% | +12.8% | -101.4% | -92.7% |
| All | -76.5% | +37.4% | -113.8% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling