+26.0%
V vs UPST
-47.2%
+73.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +1.0% |
| 7D | +0.8% | -4.5% | +5.3% | +1.1% |
| 30D | +9.9% | -15.3% | +25.3% | +11.0% |
| 3M | +17.5% | -32.4% | +49.9% | +20.1% |
| 6M | +33.5% | -29.5% | +63.0% | +35.7% |
| YTD | +21.6% | -53.3% | +74.9% | +25.5% |
| All | +26.0% | -47.2% | +73.2% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling