-100.0%
VIVK vs UPST
+7.9%
-107.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.6% | -10.7% | -12.1% |
| 7D | -1.4% | -3.5% | +2.2% | -0.9% |
| 30D | -43.6% | -7.1% | -36.5% | -43.2% |
| 3M | -95.1% | -13.1% | -82.1% | -95.1% |
| 6M | -98.2% | -1.1% | -97.1% | -98.2% |
| YTD | -97.9% | -35.9% | -62.1% | -97.8% |
| 1Y | -100.0% | -57.4% | -42.6% | -100.0% |
| 3Y | -100.0% | -14.9% | -85.1% | -100.0% |
| 5Y | -100.0% | -88.7% | -11.3% | -100.0% |
| All | -100.0% | +7.9% | -107.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling