-78.7%
UPWK vs VT
+53.4%
-132.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.3% |
| 7D | +9.5% | -2.3% | +11.8% | +13.3% |
| 30D | +19.3% | -5.0% | +24.2% | +28.7% |
| 3M | +6.4% | -4.9% | +11.2% | +14.4% |
| 6M | -0.6% | -1.5% | +0.9% | -0.8% |
| YTD | -49.4% | +8.5% | -57.9% | -57.6% |
| 1Y | -38.0% | +11.4% | -49.3% | -50.3% |
| 3Y | -11.6% | +70.1% | -81.6% | -69.5% |
| All | -78.7% | +53.4% | -132.1% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling