+102.3%
BAC vs UPST
-21.5%
+123.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.5% | +0.9% |
| 7D | +2.1% | -4.5% | +6.5% | +2.4% |
| 30D | -6.7% | -15.3% | +8.6% | -5.6% |
| 3M | -20.2% | -32.4% | +12.2% | -18.1% |
| 6M | -0.2% | -29.5% | +29.3% | +1.8% |
| YTD | -6.4% | -53.3% | +47.0% | -2.1% |
| 1Y | -3.1% | -47.4% | +44.2% | +0.3% |
| 3Y | +96.7% | -2.2% | +98.9% | +88.1% |
| 5Y | +21.3% | -92.0% | +113.3% | +18.8% |
| All | +102.3% | -21.5% | +123.8% | +89.9% |
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