+108.6%
VTI vs UPST
-21.5%
+130.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | +0.2% |
| 7D | -0.4% | -4.5% | +4.0% | -0.2% |
| 30D | -3.2% | -15.3% | +12.1% | -2.3% |
| 3M | -2.9% | -32.4% | +29.5% | -0.6% |
| 6M | +2.4% | -29.5% | +31.9% | +4.4% |
| YTD | +11.2% | -53.3% | +64.5% | +15.7% |
| 1Y | +11.6% | -47.4% | +59.0% | +15.2% |
| 3Y | +76.6% | -2.2% | +78.8% | +68.8% |
| 5Y | +65.3% | -92.0% | +157.3% | +60.3% |
| All | +108.6% | -21.5% | +130.1% | +98.8% |
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 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