+569.4%
BE vs UPST
-15.8%
+585.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.7% |
| 7D | -14.7% | -4.9% | -9.8% | -13.8% |
| 30D | -40.5% | -8.9% | -31.7% | -39.3% |
| 3M | -24.3% | -26.3% | +2.0% | -19.4% |
| 6M | -39.3% | -23.7% | -15.6% | -35.8% |
| YTD | +99.4% | -49.9% | +149.3% | +128.3% |
| 1Y | +26.6% | -42.0% | +68.6% | +40.6% |
| 3Y | +1,616.9% | -25.3% | +1,642.2% | +1,501.7% |
| 5Y | +441.4% | -93.4% | +534.8% | +482.1% |
| All | +569.4% | -15.8% | +585.2% | +529.8% |
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