-23.2%
BA vs UPST
-21.5%
-1.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.3% | +8.8% | +1.3% |
| 7D | 0.0% | -4.5% | +4.5% | +0.4% |
| 30D | -8.9% | -15.3% | +6.4% | -7.7% |
| 3M | -25.5% | -32.4% | +6.9% | -23.1% |
| 6M | -27.0% | -29.5% | +2.6% | -25.0% |
| YTD | -20.1% | -53.3% | +33.2% | -15.6% |
| 1Y | -11.0% | -47.4% | +36.4% | -7.1% |
| 3Y | -11.8% | -2.2% | -9.6% | -16.4% |
| 5Y | -20.6% | -92.0% | +71.4% | -21.6% |
| All | -23.2% | -21.5% | -1.7% | -24.7% |
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