-71.2%
VFC vs UPST
-24.8%
-46.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +3.0% |
| 7D | +1.6% | -10.6% | +12.3% | +3.1% |
| 30D | +25.5% | -14.0% | +39.5% | +27.8% |
| 3M | +41.3% | -36.8% | +78.1% | +49.8% |
| 6M | +22.2% | -27.5% | +49.7% | +26.8% |
| YTD | +16.4% | -55.3% | +71.7% | +27.8% |
| 1Y | +38.4% | -47.5% | +86.0% | +48.8% |
| 3Y | +56.2% | -10.4% | +66.7% | +52.3% |
| 5Y | -68.2% | -92.6% | +24.4% | -68.5% |
| All | -71.2% | -24.8% | -46.4% | -72.4% |
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