-64.0%
BAX vs UPST
+7.9%
-71.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.1% |
| 7D | -1.1% | -3.5% | +2.4% | -1.0% |
| 30D | -5.5% | -7.1% | +1.7% | -5.2% |
| 3M | +33.5% | -13.1% | +46.6% | +34.2% |
| 6M | +35.9% | -1.1% | +36.9% | +35.6% |
| YTD | +35.4% | -35.9% | +71.2% | +37.3% |
| 1Y | +9.8% | -57.4% | +67.2% | +12.8% |
| 3Y | -32.7% | -14.9% | -17.9% | -34.3% |
| 5Y | -65.6% | -88.7% | +23.1% | -67.1% |
| All | -64.0% | +7.9% | -71.9% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling