+3.3%
VCIT vs UPST
-93.2%
+96.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.3% |
| 7D | +0.5% | -10.9% | +11.3% | +0.6% |
| 30D | +2.1% | -7.2% | +9.3% | +2.2% |
| 3M | -1.6% | -26.7% | +25.1% | -1.2% |
| 6M | -1.6% | -29.0% | +27.4% | -1.2% |
| YTD | -1.5% | -49.4% | +47.9% | -0.8% |
| 1Y | -0.4% | -47.0% | +46.6% | +0.3% |
| 3Y | +19.6% | -27.0% | +46.6% | +17.9% |
| 5Y | +3.3% | -93.3% | +96.6% | +2.7% |
| All | +3.3% | -93.2% | +96.5% | +2.7% |
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 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