-54.1%
UPWK vs VT
+141.1%
-195.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -6.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.8% |
| 30D | +13.0% | -2.6% | +15.6% | +16.1% |
| 3M | +0.5% | -3.2% | +3.8% | +4.0% |
| 6M | +10.2% | +0.9% | +9.3% | +7.3% |
| YTD | -51.0% | +11.3% | -62.3% | -58.1% |
| 1Y | -44.3% | +14.0% | -58.3% | -53.8% |
| 3Y | -27.1% | +75.8% | -103.0% | -65.4% |
| 5Y | -78.8% | +57.8% | -136.6% | -88.1% |
| All | -54.1% | +141.1% | -195.2% | -77.7% |
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