+649.1%
BE vs UPST
-14.4%
+663.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.6% | +10.3% | +11.5% |
| 7D | -1.2% | +4.4% | -5.6% | -2.2% |
| 30D | -30.9% | -7.7% | -23.2% | -29.6% |
| 3M | -11.6% | -28.4% | +16.8% | -5.1% |
| 6M | -25.7% | -23.2% | -2.6% | -21.5% |
| YTD | +123.1% | -49.1% | +172.3% | +154.7% |
| 1Y | +43.4% | -42.4% | +85.7% | +59.6% |
| 3Y | +1,683.6% | +5.4% | +1,678.3% | +1,470.3% |
| 5Y | +465.4% | -92.9% | +558.3% | +502.7% |
| All | +649.1% | -14.4% | +663.6% | +602.5% |
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 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