+150.2%
BAC vs UPST
+7.9%
+142.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | +1.1% | -3.5% | +4.6% | +1.3% |
| 30D | -0.4% | -7.1% | +6.7% | 0.0% |
| 3M | +16.9% | -13.1% | +30.0% | +17.8% |
| 6M | +26.6% | -1.1% | +27.7% | +25.9% |
| YTD | +15.8% | -35.9% | +51.6% | +18.5% |
| 1Y | +27.2% | -57.4% | +84.6% | +33.4% |
| 3Y | +132.4% | -14.9% | +147.3% | +122.3% |
| 5Y | +72.6% | -88.7% | +161.2% | +65.2% |
| All | +150.2% | +7.9% | +142.3% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling