+121.2%
VIAV vs UPST
-24.8%
+145.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -5.8% |
| 7D | +7.9% | -10.6% | +18.5% | +8.8% |
| 30D | -20.3% | -14.0% | -6.3% | -19.4% |
| 3M | -28.5% | -36.8% | +8.3% | -26.1% |
| 6M | -42.7% | -27.5% | -15.2% | -41.5% |
| YTD | +72.4% | -55.3% | +127.7% | +81.1% |
| 1Y | +81.5% | -47.5% | +129.0% | +88.3% |
| 3Y | +293.8% | -10.4% | +304.3% | +272.6% |
| 5Y | +101.4% | -92.6% | +194.0% | +94.0% |
| All | +121.2% | -24.8% | +145.9% | +96.1% |
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 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