+135.7%
VRTX vs UPST
-20.9%
+156.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -0.4% | -12.1% | +11.7% | 0.0% |
| 30D | +7.9% | -13.4% | +21.3% | +8.3% |
| 3M | +3.3% | -31.2% | +34.5% | +4.4% |
| 6M | +25.7% | -28.3% | +54.0% | +26.7% |
| YTD | +20.7% | -53.0% | +73.6% | +22.9% |
| 1Y | +27.4% | -47.2% | +74.6% | +29.3% |
| 3Y | +46.4% | -1.5% | +47.9% | +44.3% |
| 5Y | +194.3% | -91.6% | +286.0% | +189.5% |
| All | +135.7% | -20.9% | +156.6% | +131.3% |
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