+49.1%
VSH vs UPST
-14.4%
+63.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.6% | +11.8% | +13.3% |
| 7D | +3.5% | +4.4% | -0.9% | +3.0% |
| 30D | -22.4% | -7.7% | -14.7% | -21.6% |
| 3M | -25.2% | -28.4% | +3.3% | -22.4% |
| 6M | -22.5% | -23.2% | +0.6% | -20.3% |
| YTD | +84.2% | -49.1% | +133.3% | +96.4% |
| 1Y | +87.1% | -42.4% | +129.4% | +96.6% |
| 3Y | +31.7% | +5.4% | +26.3% | +27.9% |
| 5Y | +42.6% | -92.9% | +135.5% | +42.1% |
| All | +49.1% | -14.4% | +63.5% | +39.4% |
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