+54.4%
VMC vs UPST
-88.8%
+143.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.1% |
| 7D | -4.3% | -3.5% | -0.8% | -4.0% |
| 30D | -8.2% | -7.1% | -1.1% | -7.7% |
| 3M | -7.0% | -13.1% | +6.0% | -6.1% |
| 6M | -10.8% | -1.1% | -9.7% | -11.3% |
| YTD | -7.4% | -35.9% | +28.5% | -4.9% |
| 1Y | -9.5% | -57.4% | +47.9% | -4.3% |
| 3Y | +20.5% | -14.9% | +35.3% | +12.3% |
| All | +54.4% | -88.8% | +143.2% | +53.5% |
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