+1.9%
VUG vs UPST
-47.3%
+49.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -3.4% | -4.9% | +1.5% | -2.6% |
| 30D | -11.1% | -8.9% | -2.2% | -9.9% |
| 3M | -7.2% | -26.3% | +19.1% | -3.0% |
| 6M | -4.1% | -23.7% | +19.6% | -0.5% |
| YTD | +1.4% | -49.9% | +51.3% | +8.6% |
| 1Y | +1.9% | -42.0% | +43.9% | +6.8% |
| All | +1.9% | -47.3% | +49.2% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling