+117.2%
VTR vs UPST
-21.5%
+138.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.2% | +1.3% |
| 7D | +3.8% | -4.5% | +8.3% | +3.9% |
| 30D | +10.1% | -15.3% | +25.4% | +10.7% |
| 3M | -1.2% | -32.4% | +31.3% | +0.2% |
| 6M | +4.8% | -29.5% | +34.3% | +5.7% |
| YTD | +18.9% | -53.3% | +72.2% | +21.5% |
| 1Y | +21.8% | -47.4% | +69.2% | +23.8% |
| 3Y | +132.0% | -2.2% | +134.2% | +120.3% |
| 5Y | +94.7% | -92.0% | +186.7% | +83.4% |
| All | +117.2% | -21.5% | +138.7% | +110.6% |
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