-65.8%
BAX vs UPST
-88.8%
+23.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.1% |
| 7D | -1.1% | -3.5% | +2.4% | -0.9% |
| 30D | -5.5% | -7.1% | +1.7% | -5.1% |
| 3M | +33.5% | -13.1% | +46.6% | +34.5% |
| 6M | +35.9% | -1.1% | +36.9% | +35.5% |
| YTD | +35.4% | -35.9% | +71.2% | +37.8% |
| 1Y | +9.8% | -57.4% | +67.2% | +13.8% |
| 3Y | -32.7% | -14.9% | -17.9% | -35.1% |
| All | -65.8% | -88.8% | +23.0% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling