+119.3%
VTV vs UPST
+7.9%
+111.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | +0.5% | -3.5% | +4.1% | +0.7% |
| 30D | +1.1% | -7.1% | +8.2% | +1.4% |
| 3M | +5.9% | -13.1% | +19.0% | +6.3% |
| 6M | +11.6% | -1.1% | +12.7% | +11.3% |
| YTD | +19.8% | -35.9% | +55.7% | +21.3% |
| 1Y | +26.2% | -57.4% | +83.7% | +29.5% |
| 3Y | +68.5% | -14.9% | +83.3% | +64.0% |
| 5Y | +79.9% | -88.7% | +168.5% | +73.6% |
| All | +119.3% | +7.9% | +111.5% | +111.1% |
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 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