+76.5%
VUG vs UPST
-88.8%
+165.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.3% |
| 7D | -0.1% | -3.5% | +3.4% | +0.3% |
| 30D | -0.3% | -7.1% | +6.8% | +0.4% |
| 3M | -0.7% | -13.1% | +12.4% | +0.6% |
| 6M | +14.6% | -1.1% | +15.7% | +13.9% |
| YTD | +9.0% | -35.9% | +44.9% | +12.9% |
| 1Y | +14.9% | -57.4% | +72.3% | +23.4% |
| 3Y | +86.0% | -14.9% | +100.9% | +71.1% |
| All | +76.5% | -88.8% | +165.3% | +68.6% |
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