-90.7%
UPST vs VTEB
+0.8%
-91.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -0.6% |
| 7D | -12.0% | -1.2% | -10.8% | -8.1% |
| 30D | -16.0% | -2.9% | -13.2% | -7.0% |
| 3M | -17.2% | -3.2% | -14.0% | -7.0% |
| 6M | -10.9% | -2.6% | -8.2% | -1.1% |
| YTD | -42.6% | -1.8% | -40.8% | -37.9% |
| 1Y | -59.8% | +0.2% | -60.0% | -59.2% |
| 3Y | -17.9% | +8.2% | -26.1% | -41.1% |
| 5Y | -90.7% | +0.8% | -91.6% | -91.9% |
| All | -90.7% | +0.8% | -91.5% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 5y: compounded portfolio wealth divided by compounded VTEB 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…
5y analysis · Full analysis span regression · 6 months rolling