+46.0%
VFC vs UPST
-44.0%
+90.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.1% |
| 7D | +7.7% | +4.4% | +3.3% | +6.3% |
| 30D | +39.2% | -7.7% | +46.9% | +41.7% |
| 3M | +40.3% | -28.4% | +68.7% | +54.1% |
| 6M | +11.4% | -23.2% | +34.5% | +18.6% |
| YTD | +17.5% | -49.1% | +66.6% | +39.4% |
| All | +46.0% | -44.0% | +90.0% | +63.1% |
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