+104.2%
VUG vs UPST
-15.8%
+120.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -3.4% | -4.9% | +1.5% | -3.0% |
| 30D | -11.1% | -8.9% | -2.2% | -10.5% |
| 3M | -7.2% | -26.3% | +19.1% | -5.1% |
| 6M | -4.1% | -23.7% | +19.6% | -2.4% |
| YTD | +1.4% | -49.9% | +51.3% | +6.1% |
| 1Y | +1.9% | -42.0% | +43.9% | +5.2% |
| 3Y | +77.7% | -25.3% | +103.0% | +70.4% |
| 5Y | +57.6% | -93.4% | +151.0% | +51.4% |
| All | +104.2% | -15.8% | +120.0% | +92.8% |
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