+28.1%
BDX vs UPST
-24.8%
+52.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | +1.0% |
| 7D | +2.9% | -10.6% | +13.5% | +3.2% |
| 30D | +15.4% | -14.0% | +29.4% | +15.9% |
| 3M | +20.5% | -36.8% | +57.4% | +22.0% |
| 6M | +53.2% | -27.5% | +80.7% | +54.3% |
| YTD | +45.7% | -55.3% | +101.0% | +48.2% |
| 1Y | +47.3% | -47.5% | +94.8% | +49.2% |
| 3Y | +25.1% | -10.4% | +35.5% | +23.9% |
| 5Y | +27.4% | -92.6% | +120.0% | +26.0% |
| All | +28.1% | -24.8% | +52.8% | +21.1% |
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