+1,574.6%
BE vs UPST
-13.8%
+1,588.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +7.9% |
| 7D | +20.0% | -3.5% | +23.5% | +21.2% |
| 30D | +7.9% | -7.1% | +15.0% | +9.9% |
| 3M | -13.2% | -13.1% | -0.1% | -9.5% |
| 6M | +53.5% | -1.1% | +54.6% | +51.5% |
| YTD | +191.0% | -35.9% | +226.9% | +222.4% |
| 1Y | +360.5% | -57.4% | +417.9% | +465.7% |
| All | +1,574.6% | -13.8% | +1,588.4% | +1,362.1% |
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