-34.9%
VST vs UPST
-48.7%
+13.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +9.4% | -23.2% | -15.1% |
| 7D | -15.7% | -3.1% | -12.6% | -15.3% |
| 30D | -17.0% | -4.0% | -13.0% | -16.5% |
| 3M | -15.9% | -22.9% | +7.0% | -12.7% |
| 6M | -25.0% | -27.1% | +2.1% | -22.1% |
| YTD | -25.1% | -46.5% | +21.4% | -21.1% |
| 1Y | -34.9% | -49.4% | +14.6% | -30.9% |
| All | -34.9% | -48.7% | +13.8% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling