-39.3%
VG vs UPST
-59.5%
+20.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +1.7% | -3.5% | +5.2% | +2.1% |
| 30D | +16.0% | -7.1% | +23.1% | +16.8% |
| 3M | +9.7% | -13.1% | +22.8% | +10.6% |
| 6M | +29.6% | -1.1% | +30.7% | +23.7% |
| YTD | +112.0% | -35.9% | +147.9% | +125.7% |
| 1Y | +12.8% | -57.4% | +70.2% | +33.7% |
| All | -39.3% | -59.5% | +20.2% | -36.7% |
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