+123.3%
VIAV vs UPST
-21.5%
+144.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.3% | +5.2% | -2.4% |
| 7D | +3.2% | -4.5% | +7.7% | +3.6% |
| 30D | -31.8% | -15.3% | -16.5% | -30.9% |
| 3M | -16.6% | -32.4% | +15.8% | -14.3% |
| 6M | -39.4% | -29.5% | -9.9% | -38.1% |
| YTD | +74.0% | -53.3% | +127.3% | +82.3% |
| 1Y | +70.8% | -47.4% | +118.1% | +77.1% |
| 3Y | +295.5% | -2.2% | +297.7% | +271.9% |
| 5Y | +103.3% | -92.0% | +195.4% | +95.1% |
| All | +123.3% | -21.5% | +144.8% | +97.4% |
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 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