+106.1%
B vs UPST
-15.8%
+121.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.6% |
| 7D | +9.6% | -4.9% | +14.5% | +9.8% |
| 30D | +3.5% | -8.9% | +12.4% | +3.9% |
| 3M | -1.6% | -26.3% | +24.7% | -0.3% |
| 6M | -1.7% | -23.7% | +22.1% | -0.6% |
| YTD | -5.3% | -49.9% | +44.6% | -3.0% |
| 1Y | +27.2% | -42.0% | +69.2% | +29.5% |
| 3Y | +166.1% | -25.3% | +191.4% | +162.4% |
| 5Y | +136.5% | -93.4% | +229.9% | +132.5% |
| All | +106.1% | -15.8% | +121.9% | +95.0% |
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