+64.4%
VXUS vs UPST
-24.8%
+89.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | -0.1% |
| 7D | +2.1% | -10.6% | +12.8% | +2.7% |
| 30D | -1.1% | -14.0% | +12.9% | -0.5% |
| 3M | -5.6% | -36.8% | +31.2% | -3.6% |
| 6M | -2.3% | -27.5% | +25.3% | -0.9% |
| YTD | +10.4% | -55.3% | +65.6% | +14.0% |
| 1Y | +13.1% | -47.5% | +60.6% | +15.8% |
| 3Y | +68.0% | -10.4% | +78.4% | +62.3% |
| 5Y | +45.8% | -92.6% | +138.4% | +43.3% |
| All | +64.4% | -24.8% | +89.2% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling