+101.6%
VGT vs UPST
-3.8%
+105.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +7.0% | -0.2% |
| 7D | -4.1% | -4.5% | +0.4% | -3.6% |
| 30D | -13.6% | -15.3% | +1.7% | -11.9% |
| 3M | -8.0% | -32.4% | +24.5% | -3.7% |
| 6M | -1.5% | -29.5% | +28.0% | +2.4% |
| YTD | +17.7% | -53.3% | +71.0% | +26.9% |
| 1Y | +13.8% | -47.4% | +61.2% | +20.8% |
| 3Y | +101.6% | -2.2% | +103.8% | +100.5% |
| All | +101.6% | -3.8% | +105.4% | +100.5% |
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 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