+85.4%
VT vs UPST
-15.8%
+101.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.3% |
| 7D | -2.3% | -4.9% | +2.6% | -2.1% |
| 30D | -5.0% | -8.9% | +3.9% | -4.5% |
| 3M | -4.9% | -26.3% | +21.4% | -3.3% |
| 6M | -1.5% | -23.7% | +22.2% | -0.3% |
| YTD | +8.5% | -49.9% | +58.4% | +12.0% |
| 1Y | +11.4% | -42.0% | +53.3% | +13.9% |
| 3Y | +70.1% | -25.3% | +95.4% | +64.8% |
| 5Y | +53.7% | -93.4% | +147.1% | +49.6% |
| All | +85.4% | -15.8% | +101.2% | +76.3% |
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