+111.7%
V vs UPST
-15.8%
+127.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +2.2% | -4.9% | +7.1% | +2.4% |
| 30D | +13.6% | -8.9% | +22.5% | +14.0% |
| 3M | +14.3% | -26.3% | +40.6% | +15.6% |
| 6M | +33.1% | -23.7% | +56.8% | +34.2% |
| YTD | +21.2% | -49.9% | +71.2% | +23.9% |
| 1Y | +26.4% | -42.0% | +68.4% | +28.3% |
| 3Y | +77.6% | -25.3% | +102.9% | +73.5% |
| 5Y | +102.6% | -93.4% | +196.0% | +95.1% |
| All | +111.7% | -15.8% | +127.5% | +117.7% |
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