+46.0%
VTRS vs UPST
-24.8%
+70.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | +4.6% | -10.6% | +15.2% | +5.1% |
| 30D | +19.4% | -14.0% | +33.4% | +20.2% |
| 3M | +30.8% | -36.8% | +67.6% | +33.5% |
| 6M | +21.6% | -27.5% | +49.2% | +23.1% |
| YTD | +71.2% | -55.3% | +126.4% | +76.4% |
| 1Y | +97.6% | -47.5% | +145.1% | +102.0% |
| 3Y | +163.9% | -10.4% | +174.3% | +156.0% |
| 5Y | +82.1% | -92.6% | +174.7% | +76.3% |
| All | +46.0% | -24.8% | +70.7% | +42.9% |
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