+66.8%
VWO vs UPST
-14.8%
+81.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | -0.1% |
| 7D | +0.9% | -1.5% | +2.4% | +1.0% |
| 30D | +1.3% | -13.2% | +14.5% | +2.1% |
| 3M | +5.1% | -13.0% | +18.1% | +5.8% |
| 6M | +12.5% | -2.9% | +15.4% | +12.3% |
| YTD | +14.0% | -38.3% | +52.3% | +16.2% |
| 1Y | +19.7% | -60.5% | +80.2% | +24.5% |
| 3Y | +66.8% | -11.7% | +78.5% | +58.2% |
| All | +66.8% | -14.8% | +81.6% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling