+41.5%
BBY vs UPST
-14.8%
+56.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.5% |
| 7D | +8.1% | -1.5% | +9.6% | +8.3% |
| 30D | +8.9% | -13.2% | +22.2% | +10.9% |
| 3M | +22.0% | -13.0% | +35.0% | +23.9% |
| 6M | +37.8% | -2.9% | +40.7% | +37.2% |
| YTD | +37.3% | -38.3% | +75.6% | +44.0% |
| 1Y | +21.6% | -60.5% | +82.0% | +33.4% |
| 3Y | +41.5% | -11.7% | +53.2% | +31.3% |
| All | +41.5% | -14.8% | +56.3% | +31.3% |
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