+9.8%
VZ vs UPST
-15.8%
+25.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | +2.1% | -4.9% | +7.1% | +2.2% |
| 30D | +1.4% | -8.9% | +10.2% | +1.4% |
| 3M | -1.3% | -26.3% | +25.1% | -1.2% |
| 6M | -0.5% | -23.7% | +23.2% | -0.5% |
| YTD | +19.6% | -49.9% | +69.6% | +19.9% |
| 1Y | +22.4% | -42.0% | +64.4% | +22.4% |
| 3Y | +55.9% | -25.3% | +81.2% | +54.0% |
| 5Y | +20.4% | -93.4% | +113.8% | +17.5% |
| All | +9.8% | -15.8% | +25.6% | +3.7% |
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