-14.2%
UPST vs VYM
+64.8%
-79.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -2.5% |
| 7D | -8.1% | -1.0% | -7.1% | -5.2% |
| 30D | -14.3% | -2.0% | -12.3% | -8.4% |
| 3M | -16.6% | +3.1% | -19.7% | -23.7% |
| 6M | -7.3% | +8.9% | -16.2% | -28.6% |
| YTD | -40.8% | +14.7% | -55.5% | -61.3% |
| 1Y | -62.4% | +19.4% | -81.9% | -78.2% |
| All | -14.2% | +64.8% | -79.0% | -84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling