+101.6%
BAC vs UPST
-26.3%
+128.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.5% | +0.2% |
| 7D | +1.5% | -13.5% | +15.0% | +2.6% |
| 30D | -6.4% | -19.6% | +13.2% | -5.0% |
| 3M | -21.7% | -34.2% | +12.5% | -19.4% |
| 6M | +0.5% | -31.2% | +31.7% | +2.7% |
| YTD | -6.7% | -56.2% | +49.5% | -2.0% |
| 1Y | -4.7% | -51.7% | +47.0% | -0.7% |
| 3Y | +96.1% | -8.2% | +104.3% | +88.4% |
| 5Y | +21.7% | -92.8% | +114.4% | +19.9% |
| All | +101.6% | -26.3% | +128.0% | +90.1% |
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