+137.3%
VRTX vs UPST
-14.4%
+151.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.6% |
| 7D | -0.4% | +4.4% | -4.8% | -0.6% |
| 30D | +8.0% | -7.7% | +15.7% | +8.2% |
| 3M | +11.0% | -28.4% | +39.5% | +12.1% |
| 6M | +28.2% | -23.2% | +51.3% | +28.9% |
| YTD | +21.5% | -49.1% | +70.6% | +23.4% |
| 1Y | +34.5% | -42.4% | +76.9% | +36.1% |
| 3Y | +49.5% | +5.4% | +44.1% | +47.0% |
| 5Y | +188.3% | -92.9% | +281.2% | +183.4% |
| All | +137.3% | -14.4% | +151.8% | +132.3% |
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