+86.5%
VEA vs UPST
+7.9%
+78.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.5% |
| 7D | +1.0% | -3.5% | +4.5% | +1.1% |
| 30D | +1.9% | -7.1% | +9.1% | +2.3% |
| 3M | +3.2% | -13.1% | +16.3% | +3.8% |
| 6M | +10.2% | -1.1% | +11.3% | +9.9% |
| YTD | +18.9% | -35.9% | +54.8% | +20.7% |
| 1Y | +29.3% | -57.4% | +86.7% | +33.5% |
| 3Y | +76.8% | -14.9% | +91.6% | +70.4% |
| 5Y | +61.2% | -88.7% | +149.9% | +55.3% |
| All | +86.5% | +7.9% | +78.6% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling