+361.8%
VRT vs UPST
-29.4%
+391.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.7% |
| 7D | -21.4% | -4.9% | -16.4% | -20.8% |
| 30D | -25.8% | -8.9% | -16.9% | -24.8% |
| 3M | -33.5% | -26.3% | -7.2% | -30.5% |
| 6M | -49.0% | -23.7% | -25.3% | -47.2% |
| YTD | +12.9% | -49.9% | +62.9% | +23.1% |
| 1Y | 0.0% | -42.0% | +42.0% | +6.0% |
| 3Y | +361.8% | -25.3% | +387.1% | +360.5% |
| All | +361.8% | -29.4% | +391.2% | +360.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling