-63.2%
BAX vs UPST
-14.4%
-48.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.3% |
| 7D | +9.0% | +4.4% | +4.6% | +8.8% |
| 30D | +8.5% | -7.7% | +16.1% | +8.8% |
| 3M | -4.1% | -28.4% | +24.3% | -2.7% |
| 6M | +46.9% | -23.2% | +70.1% | +48.4% |
| YTD | +38.4% | -49.1% | +87.5% | +41.7% |
| 1Y | +47.0% | -42.4% | +89.4% | +49.6% |
| 3Y | -14.9% | +5.4% | -20.3% | -17.1% |
| 5Y | -62.5% | -92.9% | +30.4% | -63.7% |
| All | -63.2% | -14.4% | -48.8% | -64.4% |
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