+29.4%
BBY vs UPST
-21.5%
+50.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.2% | -1.2% |
| 7D | +10.9% | -4.5% | +15.4% | +11.4% |
| 30D | +19.6% | -15.3% | +35.0% | +21.6% |
| 3M | +27.6% | -32.4% | +60.1% | +32.6% |
| 6M | +79.4% | -29.5% | +109.0% | +85.2% |
| YTD | +61.7% | -53.3% | +115.0% | +72.5% |
| 1Y | +40.3% | -47.4% | +87.7% | +47.7% |
| 3Y | +87.9% | -2.2% | +90.1% | +76.2% |
| 5Y | +0.2% | -92.0% | +92.2% | -1.3% |
| All | +29.4% | -21.5% | +50.9% | +16.5% |
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 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