-23.6%
BA vs UPST
-14.8%
-8.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.8% | -2.1% |
| 7D | -0.1% | -10.9% | +10.8% | +0.9% |
| 30D | -9.1% | -7.2% | -1.9% | -8.7% |
| 3M | -28.2% | -26.7% | -1.5% | -26.3% |
| 6M | -23.1% | -29.0% | +5.8% | -21.1% |
| YTD | -20.6% | -49.4% | +28.8% | -16.6% |
| 1Y | -12.7% | -47.0% | +34.3% | -9.0% |
| 3Y | -11.6% | -27.0% | +15.4% | -14.7% |
| 5Y | -23.1% | -93.3% | +70.2% | -24.1% |
| All | -23.6% | -14.8% | -8.8% | -25.6% |
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