+66.5%
VSH vs UPST
-88.8%
+155.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.1% | +4.7% |
| 7D | +4.1% | -3.5% | +7.6% | +4.6% |
| 30D | -4.2% | -7.1% | +3.0% | -3.2% |
| 3M | -50.0% | -13.1% | -36.9% | -48.9% |
| 6M | +80.2% | -1.1% | +81.3% | +79.2% |
| YTD | +121.1% | -35.9% | +156.9% | +132.1% |
| 1Y | +112.0% | -57.4% | +169.4% | +134.5% |
| 3Y | +22.5% | -14.9% | +37.4% | +17.7% |
| All | +66.5% | -88.8% | +155.3% | +62.2% |
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