+983.1%
VRT vs UPST
-24.8%
+1,007.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.8% | -3.9% |
| 7D | +10.5% | -10.6% | +21.1% | +12.2% |
| 30D | -9.3% | -14.0% | +4.7% | -7.7% |
| 3M | -29.6% | -36.8% | +7.2% | -25.3% |
| 6M | -45.4% | -27.5% | -17.8% | -43.3% |
| YTD | +24.8% | -55.3% | +80.1% | +36.2% |
| 1Y | +23.6% | -47.5% | +71.2% | +31.8% |
| 3Y | +379.7% | -10.4% | +390.1% | +345.7% |
| 5Y | +660.3% | -92.6% | +752.9% | +638.4% |
| All | +983.1% | -24.8% | +1,007.9% | +946.8% |
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