+65.5%
VXUS vs UPST
-14.4%
+80.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.8% |
| 7D | +0.8% | +4.4% | -3.6% | +0.5% |
| 30D | -1.9% | -7.7% | +5.8% | -1.6% |
| 3M | -4.4% | -28.4% | +24.0% | -2.9% |
| 6M | -2.0% | -23.2% | +21.2% | -1.0% |
| YTD | +11.1% | -49.1% | +60.2% | +14.0% |
| 1Y | +15.1% | -42.4% | +57.4% | +17.3% |
| 3Y | +70.4% | +5.4% | +65.1% | +63.3% |
| 5Y | +47.2% | -92.9% | +140.1% | +44.1% |
| All | +65.5% | -14.4% | +80.0% | +57.1% |
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