-23.2%
BA vs UPST
-15.8%
-7.4%
-57.0%
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 | +1.1% | -4.9% | +6.0% | +1.5% |
| 30D | -7.9% | -8.9% | +0.9% | -7.3% |
| 3M | -25.3% | -26.3% | +1.0% | -23.4% |
| 6M | -24.6% | -23.7% | -0.9% | -23.1% |
| YTD | -20.1% | -49.9% | +29.8% | -16.1% |
| 1Y | -11.8% | -42.0% | +30.2% | -8.7% |
| 3Y | -10.1% | -25.3% | +15.2% | -13.4% |
| 5Y | -22.7% | -93.4% | +70.6% | -23.7% |
| All | -23.2% | -15.8% | -7.4% | -25.2% |
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