+36.4%
VFC vs UPST
-29.4%
+65.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.4% |
| 7D | +11.2% | -4.9% | +16.1% | +12.4% |
| 30D | +41.5% | -8.9% | +50.4% | +44.2% |
| 3M | +38.9% | -26.3% | +65.3% | +48.9% |
| 6M | +6.1% | -23.7% | +29.9% | +12.1% |
| YTD | +14.5% | -49.9% | +64.5% | +32.0% |
| 1Y | +46.0% | -42.0% | +87.9% | +61.8% |
| 3Y | +36.4% | -25.3% | +61.7% | +22.1% |
| All | +36.4% | -29.4% | +65.8% | +22.1% |
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 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