-13.2%
UPST vs VYM
+109.8%
-123.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +0.1% |
| 7D | -8.8% | -0.8% | -8.0% | -6.7% |
| 30D | -12.1% | -2.2% | -9.8% | -6.1% |
| 3M | -19.5% | +3.1% | -22.6% | -25.5% |
| 6M | -6.8% | +9.7% | -16.6% | -27.1% |
| YTD | -41.5% | +14.9% | -56.4% | -59.4% |
| 1Y | -58.9% | +17.6% | -76.4% | -72.9% |
| 3Y | -15.2% | +65.3% | -80.5% | -74.1% |
| 5Y | -90.5% | +78.7% | -169.3% | -97.0% |
| All | -13.2% | +109.8% | -123.0% | -76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling