+693.1%
VLO vs UPST
+7.9%
+685.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.1% |
| 7D | +5.2% | -3.5% | +8.8% | +5.3% |
| 30D | +22.6% | -7.1% | +29.7% | +22.8% |
| 3M | +43.8% | -13.1% | +56.8% | +44.1% |
| 6M | +65.7% | -1.1% | +66.8% | +65.1% |
| YTD | +131.1% | -35.9% | +167.0% | +133.2% |
| 1Y | +143.6% | -57.4% | +201.0% | +148.3% |
| 3Y | +201.4% | -14.9% | +216.3% | +198.1% |
| 5Y | +568.9% | -88.7% | +657.5% | +549.0% |
| All | +693.1% | +7.9% | +685.2% | +727.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling