+25.8%
VWO vs UPST
-92.5%
+118.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | +2.0% | -10.6% | +12.6% | +2.7% |
| 30D | -4.3% | -14.0% | +9.7% | -3.5% |
| 3M | -6.4% | -36.8% | +30.5% | -3.9% |
| 6M | -5.6% | -27.5% | +21.9% | -4.1% |
| YTD | +5.2% | -55.3% | +60.5% | +9.4% |
| 1Y | +5.2% | -47.5% | +52.7% | +8.2% |
| 3Y | +55.5% | -10.4% | +66.0% | +47.9% |
| All | +25.8% | -92.5% | +118.3% | +25.5% |
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