+75.6%
VXUS vs UPST
+7.9%
+67.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +1.0% | -3.5% | +4.6% | +1.2% |
| 30D | +2.2% | -7.1% | +9.3% | +2.5% |
| 3M | +3.0% | -13.1% | +16.0% | +3.6% |
| 6M | +10.7% | -1.1% | +11.7% | +10.3% |
| YTD | +17.8% | -35.9% | +53.7% | +19.7% |
| 1Y | +27.6% | -57.4% | +85.0% | +31.7% |
| 3Y | +73.3% | -14.9% | +88.2% | +67.0% |
| 5Y | +54.3% | -88.7% | +143.0% | +48.9% |
| All | +75.6% | +7.9% | +67.7% | +64.8% |
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