-1.5%
BBY vs UPST
-90.4%
+89.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -1.0% |
| 7D | +1.2% | -8.1% | +9.3% | +2.2% |
| 30D | +6.8% | -14.3% | +21.1% | +8.7% |
| 3M | +18.7% | -16.6% | +35.4% | +21.0% |
| 6M | +37.3% | -7.3% | +44.6% | +37.4% |
| YTD | +35.3% | -40.8% | +76.1% | +42.3% |
| 1Y | +20.7% | -62.4% | +83.1% | +33.0% |
| 3Y | +39.4% | -15.3% | +54.7% | +28.2% |
| 5Y | -1.5% | -91.1% | +89.6% | -1.5% |
| All | -1.5% | -90.4% | +89.0% | -1.5% |
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 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