+89.5%
VTR vs UPST
-89.8%
+179.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.9% |
| 7D | -1.7% | -3.5% | +1.9% | -1.5% |
| 30D | -2.4% | -7.1% | +4.7% | -2.1% |
| 3M | +14.8% | -13.1% | +27.9% | +15.4% |
| 6M | +5.3% | -1.1% | +6.4% | +4.7% |
| YTD | +18.1% | -35.9% | +54.0% | +20.1% |
| 1Y | +36.7% | -57.4% | +94.1% | +42.1% |
| 3Y | +130.1% | -14.9% | +144.9% | +112.9% |
| All | +89.5% | -89.8% | +179.3% | +77.8% |
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