-100.0%
VIVK vs UPST
-48.7%
-51.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +9.4% | -36.9% | -32.4% |
| 7D | -68.7% | -3.1% | -65.5% | -67.5% |
| 30D | -90.0% | -4.0% | -86.0% | -89.6% |
| 3M | -98.1% | -22.9% | -75.2% | -97.8% |
| 6M | -99.9% | -27.1% | -72.8% | -99.9% |
| YTD | -99.9% | -46.5% | -53.4% | -99.9% |
| 1Y | -100.0% | -49.4% | -50.6% | -100.0% |
| All | -100.0% | -48.7% | -51.3% | -100.0% |
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