-25.5%
VFC vs UPST
-13.8%
-11.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.8% |
| 7D | -1.6% | -3.5% | +1.9% | -0.7% |
| 30D | -11.6% | -7.1% | -4.5% | -10.1% |
| 3M | -18.1% | -13.1% | -5.0% | -15.4% |
| 6M | -27.4% | -1.1% | -26.3% | -28.1% |
| YTD | -24.8% | -35.9% | +11.0% | -17.9% |
| 1Y | -8.2% | -57.4% | +49.2% | +9.7% |
| All | -25.5% | -13.8% | -11.8% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling