+747.6%
AVGO vs UPST
-14.4%
+762.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.1% | +8.6% |
| 7D | -0.9% | +4.4% | -5.3% | -1.3% |
| 30D | -11.6% | -7.7% | -4.0% | -11.0% |
| 3M | -25.2% | -28.4% | +3.3% | -22.9% |
| 6M | -25.4% | -23.2% | -2.3% | -23.9% |
| YTD | -7.2% | -49.1% | +41.9% | -2.3% |
| 1Y | -7.9% | -42.4% | +34.5% | -4.2% |
| 3Y | +262.1% | +5.4% | +256.8% | +247.1% |
| 5Y | +525.7% | -92.9% | +618.6% | +521.6% |
| All | +747.6% | -14.4% | +762.0% | +663.6% |
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