+36.8%
VNQ vs UPST
-3.5%
+40.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.7% |
| 7D | -2.6% | -12.0% | +9.4% | -1.9% |
| 30D | -2.3% | -16.0% | +13.7% | -1.5% |
| 3M | -2.8% | -17.2% | +14.4% | -2.0% |
| 6M | +2.5% | -10.9% | +13.4% | +2.6% |
| YTD | +8.4% | -42.6% | +51.0% | +10.9% |
| 1Y | +6.8% | -59.8% | +66.6% | +11.0% |
| 3Y | +29.9% | -17.9% | +47.8% | +24.7% |
| 5Y | +7.2% | -90.7% | +97.9% | +1.3% |
| All | +36.8% | -3.5% | +40.2% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling