-1.6%
VRSK vs UPST
+7.9%
-9.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.5% |
| 7D | -3.1% | -3.5% | +0.4% | -3.0% |
| 30D | -1.6% | -7.1% | +5.6% | -1.4% |
| 3M | +3.5% | -13.1% | +16.6% | +3.8% |
| 6M | -13.4% | -1.1% | -12.3% | -13.6% |
| YTD | -16.5% | -35.9% | +19.4% | -15.8% |
| 1Y | -30.6% | -57.4% | +26.8% | -29.3% |
| 3Y | -21.9% | -14.9% | -7.0% | -24.5% |
| 5Y | -6.3% | -88.7% | +82.4% | -10.8% |
| All | -1.6% | +7.9% | -9.4% | -11.0% |
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