+127.9%
VRTX vs UPST
+3.8%
+124.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.7% | -3.0% |
| 7D | -3.4% | -1.5% | -1.9% | -3.4% |
| 30D | +6.6% | -13.2% | +19.8% | +7.1% |
| 3M | +19.4% | -13.0% | +32.4% | +19.8% |
| 6M | +15.8% | -2.9% | +18.7% | +15.6% |
| YTD | +16.7% | -38.3% | +55.0% | +17.9% |
| 1Y | +33.8% | -60.5% | +94.3% | +36.7% |
| 3Y | +54.2% | -11.7% | +65.9% | +51.7% |
| 5Y | +176.4% | -90.2% | +266.5% | +169.9% |
| All | +127.9% | +3.8% | +124.1% | +121.9% |
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