-4.8%
UPST vs VT
+97.4%
-102.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.5% | +0.4% | -4.0% | -4.7% |
| 30D | -7.1% | +1.0% | -8.1% | -9.4% |
| 3M | -13.1% | +2.4% | -15.5% | -18.2% |
| 6M | -1.1% | +12.0% | -13.1% | -29.3% |
| YTD | -35.9% | +15.3% | -51.2% | -57.8% |
| 1Y | -57.4% | +22.6% | -80.0% | -76.6% |
| 3Y | -14.9% | +74.7% | -89.5% | -82.2% |
| 5Y | -88.7% | +66.1% | -154.8% | -96.5% |
| All | -4.8% | +97.4% | -102.2% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling