+99.9%
VTR vs UPST
-93.3%
+193.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | +3.2% | +4.4% | -1.2% | +2.9% |
| 30D | +9.1% | -7.7% | +16.8% | +9.4% |
| 3M | -3.6% | -28.4% | +24.9% | -2.0% |
| 6M | +3.8% | -23.2% | +26.9% | +4.7% |
| YTD | +17.8% | -49.1% | +66.9% | +21.1% |
| 1Y | +20.5% | -42.4% | +62.9% | +22.7% |
| 3Y | +132.4% | +5.4% | +127.1% | +111.4% |
| 5Y | +99.9% | -92.9% | +192.8% | +91.2% |
| All | +99.9% | -93.3% | +193.2% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling