-25.7%
UPST vs VT
+85.6%
-111.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.8% |
| 7D | -4.9% | -2.3% | -2.6% | +1.9% |
| 30D | -8.9% | -5.0% | -3.9% | +6.2% |
| 3M | -26.3% | -4.9% | -21.4% | -13.9% |
| 6M | -23.7% | -1.5% | -22.2% | -19.2% |
| YTD | -49.9% | +8.5% | -58.4% | -60.4% |
| 1Y | -42.0% | +11.4% | -53.3% | -57.4% |
| 3Y | -25.3% | +70.1% | -95.4% | -83.3% |
| 5Y | -93.4% | +53.7% | -147.1% | -97.5% |
| All | -25.7% | +85.6% | -111.4% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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