-0.9%
BA vs UPST
-88.8%
+87.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.0% |
| 7D | +1.2% | -3.5% | +4.7% | +1.6% |
| 30D | -11.6% | -7.1% | -4.5% | -10.9% |
| 3M | -2.4% | -13.1% | +10.7% | -1.0% |
| 6M | -6.6% | -1.1% | -5.5% | -7.2% |
| YTD | -2.2% | -35.9% | +33.6% | +1.5% |
| 1Y | -8.0% | -57.4% | +49.4% | -0.6% |
| 3Y | -5.0% | -14.9% | +9.9% | -11.9% |
| All | -0.9% | -88.8% | +87.9% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling