+55.1%
VEA vs UPST
-91.6%
+146.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.5% | -0.2% |
| 7D | 0.0% | -4.5% | +4.5% | +0.3% |
| 30D | -1.4% | -15.3% | +13.9% | -0.4% |
| 3M | -4.1% | -32.4% | +28.3% | -1.8% |
| 6M | -1.3% | -29.5% | +28.2% | +0.5% |
| YTD | +12.1% | -53.3% | +65.4% | +16.5% |
| 1Y | +16.1% | -47.4% | +63.4% | +19.6% |
| 3Y | +73.0% | -2.2% | +75.2% | +63.6% |
| 5Y | +55.1% | -92.0% | +147.2% | +56.2% |
| All | +55.1% | -91.6% | +146.7% | +56.2% |
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