+39.5%
VNQ vs UPST
+7.9%
+31.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | -1.3% | -3.5% | +2.3% | -1.1% |
| 30D | -2.9% | -7.1% | +4.2% | -2.6% |
| 3M | +0.8% | -13.1% | +13.9% | +1.4% |
| 6M | +2.5% | -1.1% | +3.6% | +2.0% |
| YTD | +10.6% | -35.9% | +46.5% | +12.5% |
| 1Y | +9.1% | -57.4% | +66.5% | +13.0% |
| 3Y | +31.0% | -14.9% | +45.9% | +25.4% |
| 5Y | +4.9% | -88.7% | +93.6% | -1.5% |
| All | +39.5% | +7.9% | +31.6% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling