+34.4%
VWO vs UPST
-26.3%
+60.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.5% | -1.0% |
| 7D | +4.0% | -13.5% | +17.5% | +4.8% |
| 30D | -5.4% | -19.6% | +14.2% | -4.5% |
| 3M | -6.4% | -34.2% | +27.8% | -4.6% |
| 6M | -4.7% | -31.2% | +26.5% | -3.2% |
| YTD | +5.3% | -56.2% | +61.5% | +8.8% |
| 1Y | +4.3% | -51.7% | +56.0% | +7.2% |
| 3Y | +55.9% | -8.2% | +64.2% | +50.2% |
| 5Y | +25.7% | -92.8% | +118.5% | +24.3% |
| All | +34.4% | -26.3% | +60.8% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling