-2.6%
VEEV vs UPST
-0.4%
-2.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.1% |
| 7D | -7.1% | -8.1% | +1.0% | -6.2% |
| 30D | +11.1% | -14.3% | +25.4% | +12.9% |
| 3M | +55.5% | -16.6% | +72.2% | +58.2% |
| 6M | +33.4% | -7.3% | +40.6% | +33.6% |
| YTD | +16.8% | -40.8% | +57.6% | +22.2% |
| 1Y | -7.7% | -62.4% | +54.7% | +0.4% |
| 3Y | +18.4% | -15.3% | +33.7% | +9.0% |
| 5Y | -14.8% | -91.1% | +76.3% | -19.1% |
| All | -2.6% | -0.4% | -2.2% | -19.4% |
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