-20.9%
BAX vs UPST
-29.4%
+8.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.6% |
| 7D | +12.1% | -4.9% | +17.0% | +12.5% |
| 30D | +7.6% | -8.9% | +16.5% | +8.2% |
| 3M | -4.5% | -26.3% | +21.8% | -2.4% |
| 6M | +52.0% | -23.7% | +75.8% | +54.6% |
| YTD | +35.1% | -49.9% | +85.1% | +40.5% |
| 1Y | +43.7% | -42.0% | +85.7% | +47.8% |
| 3Y | -20.9% | -25.3% | +4.4% | -21.7% |
| All | -20.9% | -29.4% | +8.5% | -21.7% |
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 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