+85.4%
BE vs UPST
-49.8%
+135.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.1% | -5.7% |
| 7D | +10.8% | -10.6% | +21.5% | +15.6% |
| 30D | -19.8% | -14.0% | -5.8% | -15.1% |
| 3M | -18.7% | -36.8% | +18.1% | -3.9% |
| 6M | -33.7% | -27.5% | -6.2% | -25.3% |
| YTD | +121.0% | -55.3% | +176.2% | +173.0% |
| 1Y | +85.4% | -47.5% | +133.0% | +109.2% |
| All | +85.4% | -49.8% | +135.3% | +109.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling