+182.1%
VIAV vs UPST
-0.4%
+182.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.4% |
| 7D | +13.6% | -8.1% | +21.7% | +14.2% |
| 30D | +5.3% | -14.3% | +19.6% | +6.4% |
| 3M | -15.6% | -16.6% | +1.0% | -14.6% |
| 6M | +34.0% | -7.3% | +41.3% | +34.0% |
| YTD | +119.9% | -40.8% | +160.7% | +126.4% |
| 1Y | +235.2% | -62.4% | +297.6% | +254.9% |
| 3Y | +299.8% | -15.3% | +315.1% | +277.5% |
| 5Y | +140.1% | -91.1% | +231.1% | +126.8% |
| All | +182.1% | -0.4% | +182.5% | +145.1% |
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