-100.0%
VIVK vs UPST
-21.5%
-78.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | -8.3% | -14.5% | -21.8% |
| 7D | -56.0% | -4.5% | -51.5% | -55.8% |
| 30D | -92.3% | -15.3% | -77.0% | -92.1% |
| 3M | -98.6% | -32.4% | -66.2% | -98.6% |
| 6M | -99.9% | -29.5% | -70.4% | -99.9% |
| YTD | -100.0% | -53.3% | -46.6% | -99.9% |
| 1Y | -100.0% | -47.4% | -52.6% | -100.0% |
| 3Y | -100.0% | -2.2% | -97.8% | -100.0% |
| 5Y | -100.0% | -92.0% | -8.0% | -100.0% |
| All | -100.0% | -21.5% | -78.5% | -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 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