+164.7%
VGT vs UPST
-21.5%
+186.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +7.0% | -0.5% |
| 7D | -4.1% | -4.5% | +0.4% | -3.8% |
| 30D | -13.6% | -15.3% | +1.7% | -12.4% |
| 3M | -8.0% | -32.4% | +24.5% | -4.9% |
| 6M | -1.5% | -29.5% | +28.0% | +1.3% |
| YTD | +17.7% | -53.3% | +71.0% | +24.6% |
| 1Y | +13.8% | -47.4% | +61.2% | +19.0% |
| 3Y | +101.6% | -2.2% | +103.8% | +90.7% |
| 5Y | +106.7% | -92.0% | +198.7% | +100.6% |
| All | +164.7% | -21.5% | +186.2% | +150.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling