-91.1%
UPST vs VYM
+76.9%
-168.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -2.5% |
| 7D | -8.1% | -1.0% | -7.1% | -5.3% |
| 30D | -14.3% | -2.0% | -12.3% | -8.7% |
| 3M | -16.6% | +3.1% | -19.7% | -23.4% |
| 6M | -7.3% | +8.9% | -16.2% | -27.5% |
| YTD | -40.8% | +14.7% | -55.5% | -60.2% |
| 1Y | -62.4% | +19.4% | -81.9% | -77.4% |
| 3Y | -15.3% | +65.4% | -80.7% | -77.9% |
| 5Y | -91.1% | +77.6% | -168.6% | -97.6% |
| All | -91.1% | +76.9% | -168.0% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling