+113.7%
VTR vs UPST
-24.8%
+138.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -0.9% |
| 7D | +0.2% | -10.6% | +10.8% | +0.6% |
| 30D | +5.5% | -14.0% | +19.5% | +6.0% |
| 3M | -0.9% | -36.8% | +35.9% | +0.6% |
| 6M | -0.4% | -27.5% | +27.1% | +0.4% |
| YTD | +17.0% | -55.3% | +72.3% | +19.8% |
| 1Y | +18.0% | -47.5% | +65.5% | +19.8% |
| 3Y | +127.4% | -10.4% | +137.8% | +116.7% |
| 5Y | +92.3% | -92.6% | +184.9% | +81.3% |
| All | +113.7% | -24.8% | +138.5% | +107.6% |
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