+45.7%
VIK vs UPST
-51.0%
+96.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.9% | +5.5% | +0.3% |
| 7D | +3.2% | -13.5% | +16.7% | +6.6% |
| 30D | +8.2% | -19.6% | +27.8% | +13.4% |
| 3M | -14.7% | -34.2% | +19.5% | -6.6% |
| 6M | +10.3% | -31.2% | +41.5% | +18.3% |
| YTD | +24.5% | -56.2% | +80.7% | +41.0% |
| 1Y | +45.7% | -51.7% | +97.4% | +57.9% |
| All | +45.7% | -51.0% | +96.7% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling