+500.1%
VST vs UPST
-93.2%
+593.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.3% | -0.8% | -5.6% |
| 7D | -19.9% | -10.9% | -9.0% | -19.1% |
| 30D | -29.7% | -7.2% | -22.5% | -29.3% |
| 3M | -19.6% | -26.7% | +7.1% | -17.2% |
| 6M | -29.4% | -29.0% | -0.4% | -27.4% |
| YTD | -29.7% | -49.4% | +19.7% | -25.7% |
| 1Y | -40.0% | -47.0% | +6.9% | -37.1% |
| 3Y | +231.0% | -27.0% | +258.0% | +234.0% |
| 5Y | +500.1% | -93.3% | +593.4% | +442.5% |
| All | +500.1% | -93.2% | +593.2% | +442.5% |
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