+135.1%
BAC vs UPST
-13.8%
+148.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | +1.1% | -3.5% | +4.6% | +1.5% |
| 30D | -0.4% | -7.1% | +6.7% | +0.3% |
| 3M | +16.9% | -13.1% | +30.0% | +18.3% |
| 6M | +26.6% | -1.1% | +27.7% | +25.3% |
| YTD | +15.8% | -35.9% | +51.6% | +20.0% |
| 1Y | +27.2% | -57.4% | +84.6% | +37.0% |
| All | +135.1% | -13.8% | +148.9% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling