-11.5%
VRSK vs UPST
-91.3%
+79.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.1% |
| 7D | -7.7% | -12.0% | +4.3% | -7.3% |
| 30D | -2.8% | -16.0% | +13.2% | -2.3% |
| 3M | -3.7% | -17.2% | +13.5% | -3.2% |
| 6M | -12.8% | -10.9% | -1.9% | -12.7% |
| YTD | -21.0% | -42.6% | +21.6% | -19.8% |
| 1Y | -32.5% | -59.8% | +27.3% | -30.7% |
| 3Y | -26.5% | -17.9% | -8.6% | -30.1% |
| 5Y | -11.5% | -90.7% | +79.2% | -16.3% |
| All | -11.5% | -91.3% | +79.8% | -16.3% |
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 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