+63.9%
VUG vs UPST
-92.2%
+156.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.6% | +0.5% |
| 7D | +4.4% | -13.5% | +17.9% | +6.0% |
| 30D | -7.3% | -19.6% | +12.3% | -5.2% |
| 3M | -4.2% | -34.2% | +29.9% | 0.0% |
| 6M | -1.6% | -31.2% | +29.6% | +1.9% |
| YTD | +4.9% | -56.2% | +61.1% | +13.0% |
| 1Y | +3.8% | -51.7% | +55.5% | +10.4% |
| 3Y | +79.4% | -8.2% | +87.7% | +64.2% |
| 5Y | +63.9% | -92.8% | +156.7% | +72.3% |
| All | +63.9% | -92.2% | +156.1% | +72.3% |
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