-63.2%
BAX vs UPST
-21.5%
-41.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | +0.4% |
| 7D | +3.6% | -4.5% | +8.1% | +3.9% |
| 30D | +8.5% | -15.3% | +23.8% | +9.2% |
| 3M | -4.9% | -32.4% | +27.6% | -3.3% |
| 6M | +47.0% | -29.5% | +76.5% | +49.0% |
| YTD | +38.4% | -53.3% | +91.8% | +42.3% |
| 1Y | +49.1% | -47.4% | +96.5% | +52.4% |
| 3Y | -14.9% | -2.2% | -12.7% | -16.8% |
| 5Y | -63.1% | -92.0% | +28.9% | -64.2% |
| All | -63.2% | -21.5% | -41.7% | -64.3% |
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