+199.0%
VLO vs UPST
-29.4%
+228.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.3% |
| 7D | -13.3% | -4.9% | -8.4% | -13.1% |
| 30D | -18.3% | -8.9% | -9.4% | -18.0% |
| 3M | +14.3% | -26.3% | +40.7% | +16.0% |
| 6M | +47.6% | -23.7% | +71.4% | +48.8% |
| YTD | +116.0% | -49.9% | +165.9% | +123.4% |
| 1Y | +101.0% | -42.0% | +143.0% | +105.3% |
| 3Y | +199.0% | -25.3% | +224.3% | +191.4% |
| All | +199.0% | -29.4% | +228.4% | +191.4% |
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