+225.9%
VIK vs UPST
+17.6%
+208.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.6% | -2.8% |
| 7D | -0.8% | -8.1% | +7.3% | +0.5% |
| 30D | -18.0% | -14.3% | -3.7% | -16.1% |
| 3M | -5.8% | -16.6% | +10.8% | -3.3% |
| 6M | +17.2% | -7.3% | +24.4% | +17.4% |
| YTD | +19.1% | -40.8% | +59.9% | +26.6% |
| 1Y | +33.6% | -62.4% | +96.1% | +50.4% |
| All | +225.9% | +17.6% | +208.3% | +226.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling