+244.3%
VIK vs UPST
-11.1%
+255.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | +2.7% | -10.6% | +13.4% | +4.5% |
| 30D | +8.8% | -14.0% | +22.8% | +11.3% |
| 3M | -15.3% | -36.8% | +21.5% | -9.2% |
| 6M | +9.4% | -27.5% | +36.9% | +14.2% |
| YTD | +25.9% | -55.3% | +81.1% | +39.6% |
| 1Y | +51.0% | -47.5% | +98.5% | +63.1% |
| All | +244.3% | -11.1% | +255.5% | +260.3% |
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