+769.3%
VST vs UPST
-88.8%
+858.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +3.7% |
| 7D | +8.9% | -3.5% | +12.4% | +9.3% |
| 30D | +6.2% | -7.1% | +13.3% | +6.9% |
| 3M | -2.7% | -13.1% | +10.4% | -1.5% |
| 6M | -8.4% | -1.1% | -7.3% | -8.9% |
| YTD | -7.2% | -35.9% | +28.7% | -4.0% |
| 1Y | -20.9% | -57.4% | +36.5% | -15.1% |
| 3Y | +384.0% | -14.9% | +398.9% | +377.8% |
| All | +769.3% | -88.8% | +858.1% | +756.4% |
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 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