+1,403.3%
VRT vs UPST
+7.9%
+1,395.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.6% |
| 7D | +9.1% | -3.5% | +12.7% | +9.6% |
| 30D | +0.9% | -7.1% | +8.1% | +1.8% |
| 3M | -13.4% | -13.1% | -0.3% | -11.9% |
| 6M | +11.7% | -1.1% | +12.8% | +10.7% |
| YTD | +73.2% | -35.9% | +109.1% | +80.5% |
| 1Y | +123.4% | -57.4% | +180.8% | +144.3% |
| 3Y | +606.2% | -14.9% | +621.0% | +553.4% |
| 5Y | +899.9% | -88.7% | +988.6% | +826.1% |
| All | +1,403.3% | +7.9% | +1,395.4% | +1,287.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling