+641.1%
VLO vs UPST
-15.8%
+656.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.3% |
| 7D | -13.3% | -4.9% | -8.4% | -13.2% |
| 30D | -18.3% | -8.9% | -9.4% | -18.2% |
| 3M | +14.3% | -26.3% | +40.7% | +15.1% |
| 6M | +47.6% | -23.7% | +71.4% | +48.2% |
| YTD | +116.0% | -49.9% | +165.9% | +119.1% |
| 1Y | +101.0% | -42.0% | +143.0% | +102.9% |
| 3Y | +199.0% | -25.3% | +224.3% | +197.1% |
| 5Y | +419.0% | -93.4% | +512.4% | +404.2% |
| All | +641.1% | -15.8% | +656.9% | +677.6% |
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