+84.1%
VEA vs UPST
-0.4%
+84.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.7% |
| 7D | +0.3% | -8.1% | +8.4% | +0.7% |
| 30D | +0.4% | -14.3% | +14.7% | +1.2% |
| 3M | +4.8% | -16.6% | +21.5% | +5.6% |
| 6M | +11.3% | -7.3% | +18.5% | +11.3% |
| YTD | +17.4% | -40.8% | +58.2% | +19.7% |
| 1Y | +26.2% | -62.4% | +88.6% | +31.1% |
| 3Y | +77.7% | -15.3% | +93.0% | +71.5% |
| 5Y | +60.9% | -91.1% | +152.0% | +55.9% |
| All | +84.1% | -0.4% | +84.6% | +74.0% |
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