-100.0%
VIVK vs UPST
-14.8%
-85.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.8% | +11.5% | +8.3% |
| 7D | +13.1% | -1.5% | +14.5% | +13.4% |
| 30D | -29.7% | -13.2% | -16.4% | -28.1% |
| 3M | -93.0% | -13.0% | -80.0% | -92.8% |
| 6M | -98.0% | -2.9% | -95.1% | -98.0% |
| YTD | -97.8% | -38.3% | -59.5% | -97.6% |
| 1Y | -100.0% | -60.5% | -39.5% | -100.0% |
| 3Y | -100.0% | -11.7% | -88.2% | -100.0% |
| All | -100.0% | -14.8% | -85.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling