+27.4%
VSH vs UPST
-13.8%
+41.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.1% | +4.8% |
| 7D | +4.1% | -3.5% | +7.6% | +4.8% |
| 30D | -4.2% | -7.1% | +3.0% | -2.8% |
| 3M | -50.0% | -13.1% | -36.9% | -48.5% |
| 6M | +80.2% | -1.1% | +81.3% | +78.6% |
| YTD | +121.1% | -35.9% | +156.9% | +136.4% |
| 1Y | +112.0% | -57.4% | +169.4% | +144.0% |
| All | +27.4% | -13.8% | +41.2% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling