+116.9%
VTV vs UPST
-0.4%
+117.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | -0.2% |
| 7D | -0.7% | -8.1% | +7.4% | -0.3% |
| 30D | -0.5% | -14.3% | +13.8% | +0.1% |
| 3M | +5.3% | -16.6% | +21.9% | +5.9% |
| 6M | +12.9% | -7.3% | +20.1% | +12.8% |
| YTD | +18.5% | -40.8% | +59.3% | +20.3% |
| 1Y | +25.3% | -62.4% | +87.7% | +29.2% |
| 3Y | +68.2% | -15.3% | +83.5% | +63.9% |
| 5Y | +80.6% | -91.1% | +171.7% | +75.1% |
| All | +116.9% | -0.4% | +117.3% | +109.4% |
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 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