+5.6%
VNQ vs UPST
-59.3%
+64.9%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.2% | +0.6% |
| 7D | -1.3% | -8.8% | +7.5% | -0.8% |
| 30D | -2.6% | -12.1% | +9.5% | -2.0% |
| 3M | -2.0% | -19.5% | +17.5% | -1.1% |
| 6M | +4.3% | -6.8% | +11.2% | +3.9% |
| YTD | +9.2% | -41.5% | +50.7% | +11.3% |
| 1Y | +5.6% | -58.9% | +64.5% | +7.1% |
| All | +5.6% | -59.3% | +64.9% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling