+721.7%
VST vs UPST
-24.8%
+746.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.3% | -1.3% |
| 7D | +6.6% | -10.6% | +17.2% | +7.4% |
| 30D | -12.4% | -14.0% | +1.6% | -11.6% |
| 3M | -9.0% | -36.8% | +27.8% | -6.1% |
| 6M | -6.4% | -27.5% | +21.1% | -4.7% |
| YTD | -17.2% | -55.3% | +38.1% | -13.2% |
| 1Y | -22.0% | -47.5% | +25.5% | -19.2% |
| 3Y | +296.7% | -10.4% | +307.1% | +302.9% |
| 5Y | +637.6% | -92.6% | +730.2% | +629.2% |
| All | +721.7% | -24.8% | +746.4% | +788.4% |
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