+0.2%
BBY vs UPST
-91.6%
+91.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.2% | -1.0% |
| 7D | +10.9% | -4.5% | +15.4% | +11.6% |
| 30D | +19.6% | -15.3% | +35.0% | +22.1% |
| 3M | +27.6% | -32.4% | +60.1% | +33.8% |
| 6M | +79.4% | -29.5% | +109.0% | +86.6% |
| YTD | +61.7% | -53.3% | +115.0% | +75.2% |
| 1Y | +40.3% | -47.4% | +87.7% | +49.5% |
| 3Y | +87.9% | -2.2% | +90.1% | +71.2% |
| 5Y | +0.2% | -92.0% | +92.2% | +7.0% |
| All | +0.2% | -91.6% | +91.8% | +7.0% |
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