+77.7%
VTV vs UPST
-92.5%
+170.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | +2.9% | -10.6% | +13.6% | +3.5% |
| 30D | +3.8% | -14.0% | +17.8% | +4.5% |
| 3M | +1.6% | -36.8% | +38.4% | +3.9% |
| 6M | +11.2% | -27.5% | +38.7% | +12.7% |
| YTD | +22.0% | -55.3% | +77.3% | +26.2% |
| 1Y | +24.9% | -47.5% | +72.4% | +28.0% |
| 3Y | +78.5% | -10.4% | +88.9% | +71.7% |
| All | +77.7% | -92.5% | +170.2% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling