-100.0%
VIVK vs UPST
-0.4%
-99.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.0% | -2.3% | -5.9% |
| 7D | -7.9% | -8.1% | +0.2% | -7.0% |
| 30D | -42.0% | -14.3% | -27.7% | -41.0% |
| 3M | -92.5% | -16.6% | -75.9% | -92.4% |
| 6M | -98.0% | -7.3% | -90.7% | -98.0% |
| YTD | -97.9% | -40.8% | -57.1% | -97.8% |
| 1Y | -100.0% | -62.4% | -37.5% | -100.0% |
| 3Y | -100.0% | -15.3% | -84.7% | -100.0% |
| 5Y | -100.0% | -91.1% | -8.9% | -100.0% |
| All | -100.0% | -0.4% | -99.6% | -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