-8.4%
UPST vs VYM
+110.6%
-119.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -2.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.8% |
| 30D | -13.2% | -1.3% | -11.9% | -9.9% |
| 3M | -13.0% | +4.1% | -17.0% | -21.6% |
| 6M | -2.9% | +9.8% | -12.7% | -24.2% |
| YTD | -38.3% | +15.3% | -53.6% | -57.7% |
| 1Y | -60.5% | +20.0% | -80.5% | -75.5% |
| 3Y | -11.7% | +66.2% | -78.0% | -73.5% |
| 5Y | -90.2% | +77.5% | -167.7% | -96.9% |
| All | -8.4% | +110.6% | -119.0% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VYM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling