+55.6%
VFC vs UPST
-48.7%
+104.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.4% | -5.0% | +1.9% |
| 7D | +21.5% | -3.1% | +24.6% | +22.2% |
| 30D | +46.7% | -4.0% | +50.7% | +47.6% |
| 3M | +38.4% | -22.9% | +61.3% | +47.8% |
| 6M | +15.2% | -27.1% | +42.3% | +23.9% |
| YTD | +17.8% | -46.5% | +64.3% | +35.3% |
| 1Y | +55.6% | -49.4% | +105.0% | +80.7% |
| All | +55.6% | -48.7% | +104.3% | +80.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling