+234.0%
VIK vs UPST
+1.1%
+232.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | +0.1% | +4.4% | -4.3% | -0.6% |
| 30D | +6.8% | -7.7% | +14.5% | +8.0% |
| 3M | -17.6% | -28.4% | +10.8% | -13.4% |
| 6M | +5.4% | -23.2% | +28.6% | +9.1% |
| YTD | +22.1% | -49.1% | +71.2% | +32.7% |
| 1Y | +49.3% | -42.4% | +91.6% | +58.9% |
| All | +234.0% | +1.1% | +232.9% | +242.5% |
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