+121.8%
VOO vs UPST
-24.8%
+146.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | +2.6% | -10.6% | +13.2% | +3.2% |
| 30D | -2.0% | -14.0% | +12.0% | -1.2% |
| 3M | -2.8% | -36.8% | +34.1% | -0.2% |
| 6M | +2.2% | -27.5% | +29.7% | +3.8% |
| YTD | +11.5% | -55.3% | +66.8% | +16.0% |
| 1Y | +13.5% | -47.5% | +61.0% | +16.8% |
| 3Y | +78.1% | -10.4% | +88.5% | +71.8% |
| 5Y | +73.1% | -92.6% | +165.7% | +68.3% |
| All | +121.8% | -24.8% | +146.6% | +114.9% |
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