+10.6%
VZ vs UPST
-14.4%
+25.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.8% |
| 7D | +2.2% | +4.4% | -2.2% | +2.2% |
| 30D | +10.6% | -7.7% | +18.3% | +10.6% |
| 3M | -0.6% | -28.4% | +27.8% | -0.5% |
| 6M | +0.7% | -23.2% | +23.9% | +0.8% |
| YTD | +20.6% | -49.1% | +69.7% | +20.8% |
| 1Y | +22.7% | -42.4% | +65.1% | +22.8% |
| 3Y | +57.2% | +5.4% | +51.9% | +54.8% |
| 5Y | +21.4% | -92.9% | +114.3% | +18.4% |
| All | +10.6% | -14.4% | +25.1% | +4.6% |
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