+473.2%
VLO vs UPST
-92.5%
+565.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | +9.6% | -10.6% | +20.3% | +10.1% |
| 30D | -17.4% | -14.0% | -3.4% | -17.0% |
| 3M | +10.8% | -36.8% | +47.6% | +12.6% |
| 6M | +56.9% | -27.5% | +84.5% | +58.2% |
| YTD | +136.8% | -55.3% | +192.1% | +143.1% |
| 1Y | +120.7% | -47.5% | +168.2% | +124.7% |
| 3Y | +231.9% | -10.4% | +242.4% | +225.4% |
| All | +473.2% | -92.5% | +565.7% | +486.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling