+62.1%
VEA vs UPST
-90.2%
+152.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.2% |
| 7D | +1.9% | -1.5% | +3.4% | +2.0% |
| 30D | +0.8% | -13.2% | +14.0% | +1.6% |
| 3M | +5.7% | -13.0% | +18.7% | +6.5% |
| 6M | +13.3% | -2.9% | +16.2% | +13.0% |
| YTD | +18.4% | -38.3% | +56.7% | +21.0% |
| 1Y | +27.0% | -60.5% | +87.4% | +32.8% |
| 3Y | +79.3% | -11.7% | +91.0% | +69.8% |
| 5Y | +62.1% | -90.2% | +152.3% | +58.2% |
| All | +62.1% | -90.2% | +152.3% | +58.2% |
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