+135.7%
VRTX vs UPST
-15.8%
+151.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +0.9% |
| 7D | -2.1% | -4.9% | +2.8% | -2.0% |
| 30D | +8.2% | -8.9% | +17.1% | +8.5% |
| 3M | +13.0% | -26.3% | +39.3% | +14.0% |
| 6M | +27.9% | -23.7% | +51.7% | +28.7% |
| YTD | +20.7% | -49.9% | +70.6% | +22.7% |
| 1Y | +31.4% | -42.0% | +73.4% | +32.9% |
| 3Y | +41.8% | -25.3% | +67.1% | +40.4% |
| 5Y | +183.7% | -93.4% | +277.1% | +179.1% |
| All | +135.7% | -15.8% | +151.5% | +130.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling