-58.5%
UPWK vs VT
+149.8%
-208.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.3% |
| 7D | -2.5% | +0.4% | -3.0% | -3.1% |
| 30D | -8.3% | +1.0% | -9.3% | -9.5% |
| 3M | +0.6% | +2.4% | -1.8% | -3.1% |
| 6M | -34.5% | +12.0% | -46.6% | -44.2% |
| YTD | -55.7% | +15.3% | -71.0% | -63.5% |
| 1Y | -47.6% | +22.6% | -70.2% | -60.2% |
| 3Y | -41.2% | +74.7% | -115.9% | -71.5% |
| 5Y | -80.4% | +66.1% | -146.5% | -89.5% |
| All | -58.5% | +149.8% | -208.3% | -80.6% |
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