+650.2%
VLO vs UPST
-21.5%
+671.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.3% | +6.6% | -1.5% |
| 7D | -9.5% | -4.5% | -5.0% | -9.4% |
| 30D | -19.1% | -15.3% | -3.8% | -18.9% |
| 3M | +11.4% | -32.4% | +43.8% | +12.4% |
| 6M | +46.7% | -29.5% | +76.3% | +47.6% |
| YTD | +118.6% | -53.3% | +172.0% | +122.2% |
| 1Y | +99.9% | -47.4% | +147.2% | +102.3% |
| 3Y | +210.5% | -2.2% | +212.7% | +207.8% |
| 5Y | +432.7% | -92.0% | +524.7% | +419.5% |
| All | +650.2% | -21.5% | +671.7% | +688.6% |
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