+5.0%
BDX vs UPST
-0.4%
+5.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.5% |
| 7D | -4.1% | -8.1% | +4.0% | -3.9% |
| 30D | +0.1% | -14.3% | +14.4% | +0.5% |
| 3M | +18.3% | -16.6% | +34.9% | +18.8% |
| 6M | +10.1% | -7.3% | +17.4% | +10.2% |
| YTD | +19.4% | -40.8% | +60.2% | +20.6% |
| 1Y | +22.3% | -62.4% | +84.8% | +24.8% |
| 3Y | -9.4% | -15.3% | +6.0% | -10.4% |
| 5Y | -2.0% | -91.1% | +89.1% | -3.8% |
| All | +5.0% | -0.4% | +5.4% | -1.4% |
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