+567.3%
VRT vs UPST
-93.6%
+660.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -24.7% |
| 3M | -33.5% | -26.3% | -7.2% | -30.1% |
| 6M | -49.0% | -23.7% | -25.3% | -47.0% |
| YTD | +12.9% | -49.9% | +62.9% | +24.5% |
| 1Y | 0.0% | -42.0% | +42.0% | +6.9% |
| 3Y | +361.8% | -25.3% | +387.1% | +314.2% |
| All | +567.3% | -93.6% | +660.9% | +620.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling