+79.0%
VSH vs UPST
+7.9%
+71.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.1% | +4.6% |
| 7D | +4.1% | -3.5% | +7.6% | +4.5% |
| 30D | -4.2% | -7.1% | +3.0% | -3.4% |
| 3M | -50.0% | -13.1% | -36.9% | -49.1% |
| 6M | +80.2% | -1.1% | +81.3% | +79.5% |
| YTD | +121.1% | -35.9% | +156.9% | +129.7% |
| 1Y | +112.0% | -57.4% | +169.4% | +129.4% |
| 3Y | +22.5% | -14.9% | +37.4% | +19.4% |
| 5Y | +64.0% | -88.7% | +152.7% | +58.2% |
| All | +79.0% | +7.9% | +71.1% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling