+18.0%
VTR vs UPST
-49.8%
+67.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -0.7% |
| 7D | +0.2% | -10.6% | +10.8% | -0.3% |
| 30D | +5.5% | -14.0% | +19.5% | +4.8% |
| 3M | -0.9% | -36.8% | +35.9% | -2.7% |
| 6M | -0.4% | -27.5% | +27.1% | -1.6% |
| YTD | +17.0% | -55.3% | +72.3% | +13.5% |
| 1Y | +18.0% | -47.5% | +65.5% | +14.5% |
| All | +18.0% | -49.8% | +67.8% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling