-77.9%
VFC vs UPST
-88.8%
+10.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.7% |
| 7D | -1.6% | -3.5% | +1.9% | -1.0% |
| 30D | -11.6% | -7.1% | -4.5% | -10.6% |
| 3M | -18.1% | -13.1% | -5.0% | -16.2% |
| 6M | -27.4% | -1.1% | -26.3% | -27.8% |
| YTD | -24.8% | -35.9% | +11.0% | -20.0% |
| 1Y | -8.2% | -57.4% | +49.2% | +4.0% |
| 3Y | -29.1% | -14.9% | -14.2% | -33.9% |
| All | -77.9% | -88.8% | +10.9% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling