+188.2%
VRTX vs UPST
-92.5%
+280.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -0.8% |
| 7D | -1.6% | -10.6% | +9.1% | -1.1% |
| 30D | +8.0% | -14.0% | +22.0% | +8.6% |
| 3M | +4.3% | -36.8% | +41.1% | +6.2% |
| 6M | +18.9% | -27.5% | +46.4% | +20.1% |
| YTD | +18.8% | -55.3% | +74.1% | +22.0% |
| 1Y | +24.0% | -47.5% | +71.5% | +26.4% |
| 3Y | +42.1% | -10.4% | +52.6% | +39.4% |
| All | +188.2% | -92.5% | +280.7% | +157.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling