+16.5%
VTRS vs UPST
+3.8%
+12.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -1.4% |
| 7D | -0.1% | -1.5% | +1.4% | 0.0% |
| 30D | +1.9% | -13.2% | +15.1% | +2.5% |
| 3M | +5.1% | -13.0% | +18.0% | +5.6% |
| 6M | +20.1% | -2.9% | +22.9% | +19.7% |
| YTD | +36.6% | -38.3% | +74.9% | +38.8% |
| 1Y | +64.1% | -60.5% | +124.6% | +69.8% |
| 3Y | +86.4% | -11.7% | +98.1% | +80.1% |
| 5Y | +40.9% | -90.2% | +131.0% | +34.5% |
| All | +16.5% | +3.8% | +12.7% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling