+820.8%
VST vs UPST
+7.9%
+812.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +3.6% |
| 7D | +8.9% | -3.5% | +12.4% | +9.2% |
| 30D | +6.2% | -7.1% | +13.3% | +6.7% |
| 3M | -2.7% | -13.1% | +10.4% | -1.9% |
| 6M | -8.4% | -1.1% | -7.3% | -8.7% |
| YTD | -7.2% | -35.9% | +28.7% | -5.0% |
| 1Y | -20.9% | -57.4% | +36.5% | -17.0% |
| 3Y | +384.0% | -14.9% | +398.9% | +383.8% |
| 5Y | +757.1% | -88.7% | +845.7% | +730.3% |
| All | +820.8% | +7.9% | +812.9% | +872.0% |
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 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