-64.0%
BAX vs UPST
-24.8%
-39.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.9% | +0.2% |
| 7D | +0.1% | -10.6% | +10.7% | +0.6% |
| 30D | +4.1% | -14.0% | +18.1% | +4.7% |
| 3M | -4.5% | -36.8% | +32.3% | -2.6% |
| 6M | +49.2% | -27.5% | +76.8% | +51.1% |
| YTD | +35.2% | -55.3% | +90.5% | +39.3% |
| 1Y | +38.3% | -47.5% | +85.8% | +41.4% |
| 3Y | -19.0% | -10.4% | -8.6% | -20.6% |
| 5Y | -64.2% | -92.6% | +28.4% | -65.2% |
| All | -64.0% | -24.8% | -39.3% | -65.0% |
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