+31.4%
VSH vs UPST
-15.8%
+47.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.9% | +5.9% |
| 7D | -12.9% | -4.9% | -8.0% | -12.4% |
| 30D | -36.9% | -8.9% | -28.0% | -36.2% |
| 3M | -28.8% | -26.3% | -2.4% | -26.3% |
| 6M | -30.3% | -23.7% | -6.6% | -28.2% |
| YTD | +62.4% | -49.9% | +112.3% | +73.4% |
| 1Y | +62.5% | -42.0% | +104.5% | +70.6% |
| 3Y | +7.4% | -25.3% | +32.7% | +6.8% |
| 5Y | +25.4% | -93.4% | +118.8% | +25.4% |
| All | +31.4% | -15.8% | +47.3% | +23.1% |
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 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