-52.7%
UPWK vs VT
+135.0%
-187.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.2% |
| 7D | +9.5% | -2.3% | +11.8% | +12.5% |
| 30D | +19.3% | -5.0% | +24.2% | +26.6% |
| 3M | +6.4% | -4.9% | +11.2% | +12.7% |
| 6M | -0.6% | -1.5% | +0.9% | -0.4% |
| YTD | -49.4% | +8.5% | -57.9% | -55.3% |
| 1Y | -38.0% | +11.4% | -49.3% | -46.9% |
| 3Y | -11.6% | +70.1% | -81.6% | -56.1% |
| 5Y | -79.6% | +53.7% | -133.3% | -88.1% |
| All | -52.7% | +135.0% | -187.6% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling