+6.8%
VNQ vs UPST
-92.2%
+99.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.1% |
| 7D | +0.2% | -13.5% | +13.7% | +1.3% |
| 30D | +5.8% | -19.6% | +25.5% | +7.4% |
| 3M | 0.0% | -34.2% | +34.2% | +2.9% |
| 6M | +1.5% | -31.2% | +32.7% | +3.7% |
| YTD | +12.1% | -56.2% | +68.3% | +17.7% |
| 1Y | +10.6% | -51.7% | +62.2% | +15.0% |
| 3Y | +43.5% | -8.2% | +51.8% | +33.6% |
| 5Y | +6.8% | -92.8% | +99.6% | +5.6% |
| All | +6.8% | -92.2% | +99.1% | +5.6% |
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