+202.4%
VLO vs UPST
-13.8%
+216.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.1% |
| 7D | +5.2% | -3.5% | +8.8% | +5.4% |
| 30D | +22.6% | -7.1% | +29.7% | +23.0% |
| 3M | +43.8% | -13.1% | +56.8% | +44.6% |
| 6M | +65.7% | -1.1% | +66.8% | +64.2% |
| YTD | +131.1% | -35.9% | +167.0% | +136.1% |
| 1Y | +143.6% | -57.4% | +201.0% | +155.2% |
| All | +202.4% | -13.8% | +216.2% | +191.3% |
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