-12.3%
BA vs UPST
-51.0%
+38.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.9% | +5.1% | -0.7% |
| 7D | -0.6% | -13.5% | +13.0% | +1.5% |
| 30D | -8.0% | -19.6% | +11.6% | -5.4% |
| 3M | -25.8% | -34.2% | +8.4% | -21.3% |
| 6M | -27.6% | -31.2% | +3.6% | -23.7% |
| YTD | -21.0% | -56.2% | +35.2% | -15.2% |
| 1Y | -12.3% | -51.7% | +39.4% | -5.8% |
| All | -12.3% | -51.0% | +38.7% | -5.8% |
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