-71.1%
VFC vs UPST
-21.5%
-49.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | +0.5% |
| 7D | +3.5% | -4.5% | +8.0% | +4.1% |
| 30D | +38.3% | -15.3% | +53.6% | +41.1% |
| 3M | +40.2% | -32.4% | +72.6% | +47.2% |
| 6M | +10.6% | -29.5% | +40.1% | +15.2% |
| YTD | +16.7% | -53.3% | +70.1% | +27.4% |
| 1Y | +45.0% | -47.4% | +92.3% | +55.7% |
| 3Y | +48.8% | -2.2% | +51.0% | +43.6% |
| 5Y | -67.6% | -92.0% | +24.5% | -68.1% |
| All | -71.1% | -21.5% | -49.6% | -72.5% |
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 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