-11.9%
BA vs UPST
-49.8%
+38.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | -0.3% |
| 7D | -1.1% | -10.6% | +9.5% | +0.5% |
| 30D | -7.1% | -14.0% | +6.9% | -5.5% |
| 3M | -25.5% | -36.8% | +11.3% | -20.5% |
| 6M | -28.7% | -27.5% | -1.2% | -25.4% |
| YTD | -21.0% | -55.3% | +34.3% | -15.6% |
| 1Y | -11.9% | -47.5% | +35.7% | -5.3% |
| All | -11.9% | -49.8% | +38.0% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling