+43.6%
VMC vs UPST
-92.5%
+136.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -1.3% | -10.6% | +9.4% | -0.3% |
| 30D | +15.5% | -14.0% | +29.4% | +16.8% |
| 3M | +0.6% | -36.8% | +37.4% | +4.4% |
| 6M | +2.1% | -27.5% | +29.6% | +4.4% |
| YTD | -1.6% | -55.3% | +53.7% | +4.1% |
| 1Y | -1.2% | -47.5% | +46.4% | +3.0% |
| 3Y | +35.3% | -10.4% | +45.8% | +26.1% |
| All | +43.6% | -92.5% | +136.1% | +42.8% |
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