+46.1%
VWO vs UPST
+7.9%
+38.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +0.8% |
| 7D | +1.1% | -3.5% | +4.6% | +1.2% |
| 30D | +2.4% | -7.1% | +9.5% | +2.7% |
| 3M | +2.0% | -13.1% | +15.1% | +2.6% |
| 6M | +10.7% | -1.1% | +11.8% | +10.4% |
| YTD | +14.4% | -35.9% | +50.3% | +16.1% |
| 1Y | +22.7% | -57.4% | +80.1% | +26.6% |
| 3Y | +64.2% | -14.9% | +79.1% | +58.1% |
| 5Y | +35.8% | -88.7% | +124.4% | +31.6% |
| All | +46.1% | +7.9% | +38.2% | +37.4% |
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