+29.0%
VICI vs UPST
-3.5%
+32.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.1% | -1.8% |
| 7D | -3.6% | -12.0% | +8.4% | -3.0% |
| 30D | -4.8% | -16.0% | +11.2% | -4.1% |
| 3M | -11.5% | -17.2% | +5.7% | -10.9% |
| 6M | -12.8% | -10.9% | -1.9% | -12.8% |
| YTD | -9.1% | -42.6% | +33.5% | -7.4% |
| 1Y | -20.5% | -59.8% | +39.2% | -17.9% |
| 3Y | -5.8% | -17.9% | +12.1% | -9.6% |
| 5Y | +9.1% | -90.7% | +99.8% | +4.2% |
| All | +29.0% | -3.5% | +32.4% | +26.6% |
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