+366.1%
VRT vs UPST
-3.8%
+369.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.3% | +5.2% | -1.7% |
| 7D | -17.7% | -4.5% | -13.2% | -17.2% |
| 30D | -20.0% | -15.3% | -4.7% | -17.9% |
| 3M | -28.1% | -32.4% | +4.4% | -23.5% |
| 6M | -42.8% | -29.5% | -13.3% | -39.9% |
| YTD | +20.0% | -53.3% | +73.3% | +32.7% |
| 1Y | +3.5% | -47.4% | +50.9% | +11.8% |
| 3Y | +366.1% | -2.2% | +368.3% | +335.8% |
| All | +366.1% | -3.8% | +369.9% | +335.8% |
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 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