-47.6%
UPWK vs VT
+23.3%
-70.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.3% |
| 7D | -2.5% | +0.4% | -3.0% | -2.8% |
| 30D | -8.3% | +1.0% | -9.3% | -8.9% |
| 3M | +0.6% | +2.4% | -1.8% | -0.9% |
| 6M | -34.5% | +12.0% | -46.6% | -41.4% |
| YTD | -55.7% | +15.3% | -71.0% | -61.0% |
| 1Y | -47.6% | +22.6% | -70.2% | -54.3% |
| All | -47.6% | +23.3% | -70.9% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded VT 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling