+113.6%
VTR vs UPST
-0.4%
+114.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.4% |
| 7D | -2.9% | -8.1% | +5.2% | -2.6% |
| 30D | -2.8% | -14.3% | +11.5% | -2.3% |
| 3M | +9.0% | -16.6% | +25.7% | +9.6% |
| 6M | +5.0% | -7.3% | +12.2% | +4.8% |
| YTD | +16.9% | -40.8% | +57.7% | +18.6% |
| 1Y | +34.3% | -62.4% | +96.7% | +38.5% |
| 3Y | +131.6% | -15.3% | +146.9% | +121.2% |
| 5Y | +88.0% | -91.1% | +179.1% | +75.7% |
| All | +113.6% | -0.4% | +114.0% | +105.5% |
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 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