+72.2%
V vs UPST
-88.8%
+161.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.9% |
| 7D | -1.7% | -3.5% | +1.8% | -1.5% |
| 30D | +2.0% | -7.1% | +9.1% | +2.3% |
| 3M | +17.4% | -13.1% | +30.4% | +18.1% |
| 6M | +17.5% | -1.1% | +18.6% | +16.9% |
| YTD | +7.6% | -35.9% | +43.4% | +9.5% |
| 1Y | +7.7% | -57.4% | +65.1% | +12.0% |
| 3Y | +54.7% | -14.9% | +69.5% | +46.8% |
| All | +72.2% | -88.8% | +161.0% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling