+115.4%
VTV vs UPST
-3.5%
+118.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.6% |
| 7D | -2.1% | -12.0% | +9.9% | -1.6% |
| 30D | -1.3% | -16.0% | +14.7% | -0.7% |
| 3M | +5.6% | -17.2% | +22.8% | +6.3% |
| 6M | +12.4% | -10.9% | +23.3% | +12.5% |
| YTD | +17.6% | -42.6% | +60.2% | +19.6% |
| 1Y | +23.5% | -59.8% | +83.3% | +27.0% |
| 3Y | +67.0% | -17.9% | +84.9% | +62.9% |
| 5Y | +80.5% | -90.7% | +171.3% | +75.1% |
| All | +115.4% | -3.5% | +118.8% | +108.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling