+189.2%
VGT vs UPST
-0.4%
+189.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.2% |
| 7D | +1.5% | -8.1% | +9.6% | +2.2% |
| 30D | +0.5% | -14.3% | +14.8% | +1.9% |
| 3M | +5.3% | -16.6% | +21.9% | +6.8% |
| 6M | +32.4% | -7.3% | +39.7% | +32.7% |
| YTD | +28.6% | -40.8% | +69.4% | +33.4% |
| 1Y | +37.6% | -62.4% | +100.1% | +47.7% |
| 3Y | +125.5% | -15.3% | +140.8% | +114.1% |
| 5Y | +135.2% | -91.1% | +226.3% | +124.0% |
| All | +189.2% | -0.4% | +189.6% | +168.2% |
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