+123.6%
VOO vs UPST
-0.4%
+124.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | -0.2% |
| 7D | -0.4% | -8.1% | +7.7% | +0.1% |
| 30D | -1.4% | -14.3% | +12.9% | -0.5% |
| 3M | +3.7% | -16.6% | +20.4% | +4.7% |
| 6M | +13.0% | -7.3% | +20.3% | +13.1% |
| YTD | +12.4% | -40.8% | +53.2% | +15.1% |
| 1Y | +18.6% | -62.4% | +81.0% | +24.2% |
| 3Y | +78.1% | -15.3% | +93.4% | +71.4% |
| 5Y | +82.3% | -91.1% | +173.3% | +74.5% |
| All | +123.6% | -0.4% | +124.0% | +113.3% |
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