+87.0%
VTRS vs UPST
-16.7%
+103.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | -0.4% |
| 7D | -3.5% | -8.1% | +4.6% | -2.9% |
| 30D | +2.1% | -14.3% | +16.4% | +3.1% |
| 3M | +2.6% | -16.6% | +19.3% | +3.7% |
| 6M | +17.8% | -7.3% | +25.0% | +17.6% |
| YTD | +35.7% | -40.8% | +76.5% | +39.1% |
| 1Y | +63.5% | -62.4% | +125.9% | +72.0% |
| All | +87.0% | -16.7% | +103.7% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling