+53.4%
VT vs UPST
-93.2%
+146.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.2% | -3.7% |
| 7D | -4.2% | -10.9% | +6.7% | -3.4% |
| 30D | -5.8% | -7.2% | +1.4% | -5.4% |
| 3M | -5.2% | -26.7% | +21.4% | -3.2% |
| 6M | +0.1% | -29.0% | +29.1% | +2.3% |
| YTD | +8.2% | -49.4% | +57.6% | +12.7% |
| 1Y | +10.1% | -47.0% | +57.1% | +14.1% |
| 3Y | +69.7% | -27.0% | +96.6% | +61.9% |
| 5Y | +53.4% | -93.3% | +146.7% | +54.5% |
| All | +53.4% | -93.2% | +146.6% | +54.5% |
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