+1,647.6%
BE vs UPST
-0.8%
+1,648.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.3% | +3.9% | -1.8% |
| 7D | -13.4% | -4.5% | -8.9% | -12.2% |
| 30D | -33.9% | -15.3% | -18.6% | -30.5% |
| 3M | -12.0% | -32.4% | +20.5% | -1.6% |
| 6M | -29.0% | -29.5% | +0.6% | -21.6% |
| YTD | +113.4% | -53.3% | +166.7% | +159.2% |
| 1Y | +33.2% | -47.4% | +80.5% | +56.7% |
| All | +1,647.6% | -0.8% | +1,648.4% | +1,267.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling