+2.9%
VCIT vs UPST
-15.8%
+18.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +0.1% | -4.9% | +5.0% | +0.1% |
| 30D | +1.9% | -8.9% | +10.8% | +2.0% |
| 3M | -1.4% | -26.3% | +24.9% | -1.2% |
| 6M | -2.1% | -23.7% | +21.6% | -1.9% |
| YTD | -1.6% | -49.9% | +48.3% | -1.1% |
| 1Y | -0.9% | -42.0% | +41.1% | -0.5% |
| 3Y | +20.0% | -25.3% | +45.3% | +19.0% |
| 5Y | +3.1% | -93.4% | +96.5% | +1.8% |
| All | +2.9% | -15.8% | +18.7% | +2.0% |
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 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