+151.0%
VIAV vs UPST
+7.9%
+143.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +3.8% |
| 7D | -4.6% | -3.5% | -1.1% | -4.3% |
| 30D | -10.4% | -7.1% | -3.3% | -10.0% |
| 3M | -34.5% | -13.1% | -21.4% | -33.9% |
| 6M | +7.0% | -1.1% | +8.1% | +6.5% |
| YTD | +95.6% | -35.9% | +131.5% | +100.3% |
| 1Y | +197.2% | -57.4% | +254.6% | +211.9% |
| 3Y | +232.0% | -14.9% | +246.9% | +213.2% |
| 5Y | +102.2% | -88.7% | +190.9% | +89.3% |
| All | +151.0% | +7.9% | +143.1% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling