+74.8%
VXUS vs UPST
-13.8%
+88.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +1.0% | -3.5% | +4.6% | +1.3% |
| 30D | +2.2% | -7.1% | +9.3% | +2.6% |
| 3M | +3.0% | -13.1% | +16.0% | +3.8% |
| 6M | +10.7% | -1.1% | +11.7% | +10.2% |
| YTD | +17.8% | -35.9% | +53.7% | +20.1% |
| 1Y | +27.6% | -57.4% | +85.0% | +32.8% |
| All | +74.8% | -13.8% | +88.6% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling