-24.9%
UPST vs VT
+85.2%
-110.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | +6.8% |
| 7D | -10.9% | -4.2% | -6.7% | +1.4% |
| 30D | -7.2% | -5.8% | -1.4% | +11.1% |
| 3M | -26.7% | -5.2% | -21.4% | -13.3% |
| 6M | -29.0% | +0.1% | -29.1% | -29.0% |
| YTD | -49.4% | +8.2% | -57.6% | -59.7% |
| 1Y | -47.0% | +10.1% | -57.1% | -59.6% |
| 3Y | -27.0% | +69.7% | -96.6% | -83.6% |
| 5Y | -93.3% | +53.4% | -146.7% | -97.4% |
| All | -24.9% | +85.2% | -110.1% | -79.8% |
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