+87.4%
BAC vs UPST
-29.4%
+116.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -1.2% | -4.9% | +3.7% | -0.7% |
| 30D | -7.7% | -8.9% | +1.2% | -6.8% |
| 3M | -21.2% | -26.3% | +5.2% | -18.8% |
| 6M | -6.8% | -23.7% | +16.9% | -4.9% |
| YTD | -8.7% | -49.9% | +41.2% | -3.2% |
| 1Y | -5.3% | -42.0% | +36.7% | -1.4% |
| 3Y | +87.4% | -25.3% | +112.7% | +79.2% |
| All | +87.4% | -29.4% | +116.8% | +79.2% |
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