+8.6%
VRT vs UPST
-47.2%
+55.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.3% | +5.2% | -1.9% |
| 7D | -17.7% | -4.5% | -13.2% | -17.1% |
| 30D | -20.0% | -15.3% | -4.7% | -18.0% |
| 3M | -28.1% | -32.4% | +4.4% | -24.3% |
| 6M | -42.8% | -29.5% | -13.3% | -40.2% |
| YTD | +20.0% | -53.3% | +73.3% | +24.1% |
| All | +8.6% | -47.2% | +55.8% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling