+588.9%
VST vs UPST
-93.6%
+682.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.1% | +11.7% | +10.7% |
| 7D | -9.8% | -4.9% | -4.9% | -9.5% |
| 30D | -25.1% | -8.9% | -16.3% | -24.6% |
| 3M | -11.6% | -26.3% | +14.7% | -9.1% |
| 6M | -20.9% | -23.7% | +2.8% | -19.2% |
| YTD | -22.3% | -49.9% | +27.6% | -17.8% |
| 1Y | -32.0% | -42.0% | +10.0% | -29.3% |
| 3Y | +262.4% | -25.3% | +287.7% | +265.5% |
| All | +588.9% | -93.6% | +682.5% | +538.8% |
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