-1.4%
AGG vs UPST
-91.6%
+90.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.5% | -0.6% |
| 7D | -0.1% | -4.5% | +4.4% | 0.0% |
| 30D | +1.4% | -15.3% | +16.7% | +1.5% |
| 3M | -0.7% | -32.4% | +31.7% | -0.4% |
| 6M | -1.7% | -29.5% | +27.9% | -1.4% |
| YTD | -1.1% | -53.3% | +52.3% | -0.5% |
| 1Y | -0.7% | -47.4% | +46.7% | -0.3% |
| 3Y | +14.2% | -2.2% | +16.4% | +12.8% |
| 5Y | -1.4% | -92.0% | +90.6% | -2.8% |
| All | -1.4% | -91.6% | +90.2% | -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