+112.3%
V vs UPST
-21.5%
+133.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +0.7% |
| 7D | +0.8% | -4.5% | +5.3% | +1.0% |
| 30D | +9.9% | -15.3% | +25.3% | +10.6% |
| 3M | +17.5% | -32.4% | +49.9% | +19.3% |
| 6M | +33.5% | -29.5% | +63.0% | +35.0% |
| YTD | +21.6% | -53.3% | +74.9% | +24.5% |
| 1Y | +27.6% | -47.4% | +74.9% | +30.0% |
| 3Y | +76.4% | -2.2% | +78.6% | +70.9% |
| 5Y | +103.8% | -92.0% | +195.9% | +97.1% |
| All | +112.3% | -21.5% | +133.8% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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