-2.0%
AGG vs UPST
-90.4%
+88.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | -0.2% |
| 7D | -0.2% | -8.1% | +7.9% | -0.1% |
| 30D | -0.2% | -14.3% | +14.1% | -0.1% |
| 3M | -0.7% | -16.6% | +15.9% | -0.6% |
| 6M | -1.8% | -7.3% | +5.5% | -1.8% |
| YTD | -0.6% | -40.8% | +40.2% | -0.3% |
| 1Y | +0.4% | -62.4% | +62.8% | +1.0% |
| 3Y | +13.2% | -15.3% | +28.5% | +11.9% |
| 5Y | -2.0% | -91.1% | +89.1% | -2.8% |
| All | -2.0% | -90.4% | +88.5% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling