+974.5%
VRT vs UPST
-14.4%
+989.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.6% | +8.0% | +9.4% |
| 7D | -10.6% | +4.4% | -15.0% | -11.3% |
| 30D | -17.4% | -7.7% | -9.8% | -16.7% |
| 3M | -26.4% | -28.4% | +2.0% | -23.2% |
| 6M | -41.0% | -23.2% | -17.8% | -39.3% |
| YTD | +23.8% | -49.1% | +72.9% | +32.8% |
| 1Y | +11.6% | -42.4% | +54.0% | +17.6% |
| 3Y | +403.5% | +5.4% | +398.1% | +358.0% |
| 5Y | +647.0% | -92.9% | +740.0% | +614.8% |
| All | +974.5% | -14.4% | +989.0% | +921.0% |
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 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