+114.8%
B vs UPST
-14.4%
+129.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.1% |
| 7D | +11.3% | +4.4% | +6.9% | +11.1% |
| 30D | +2.9% | -7.7% | +10.6% | +3.3% |
| 3M | -2.9% | -28.4% | +25.6% | -1.5% |
| 6M | -1.2% | -23.2% | +22.0% | -0.2% |
| YTD | -1.3% | -49.1% | +47.8% | +1.0% |
| 1Y | +30.4% | -42.4% | +72.8% | +32.8% |
| 3Y | +195.3% | +5.4% | +189.9% | +188.7% |
| 5Y | +146.2% | -92.9% | +239.1% | +141.8% |
| All | +114.8% | -14.4% | +129.2% | +103.1% |
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