+121.5%
VTV vs UPST
-21.5%
+143.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.4% | +0.5% |
| 7D | 0.0% | -4.5% | +4.5% | +0.2% |
| 30D | +3.2% | -15.3% | +18.5% | +3.8% |
| 3M | +1.7% | -32.4% | +34.1% | +3.1% |
| 6M | +11.0% | -29.5% | +40.5% | +12.3% |
| YTD | +21.0% | -53.3% | +74.3% | +23.9% |
| 1Y | +24.3% | -47.4% | +71.6% | +26.5% |
| 3Y | +76.9% | -2.2% | +79.1% | +72.2% |
| 5Y | +76.9% | -92.0% | +169.0% | +72.8% |
| All | +121.5% | -21.5% | +143.0% | +115.7% |
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