-60.7%
UPWK vs VT
+148.5%
-209.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.7% |
| 7D | -9.5% | +1.0% | -10.5% | -10.6% |
| 30D | -14.0% | -0.2% | -13.7% | -13.7% |
| 3M | -6.2% | +4.5% | -10.7% | -11.9% |
| 6M | -37.2% | +14.1% | -51.3% | -47.7% |
| YTD | -58.0% | +14.8% | -72.8% | -65.2% |
| 1Y | -47.9% | +21.2% | -69.1% | -59.8% |
| 3Y | -41.9% | +76.6% | -118.4% | -72.2% |
| 5Y | -81.1% | +66.6% | -147.7% | -89.9% |
| All | -60.7% | +148.5% | -209.3% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling