+491.3%
BE vs UPST
-92.2%
+583.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.9% | +3.3% | -1.6% |
| 7D | +20.5% | -13.5% | +34.0% | +25.7% |
| 30D | -23.4% | -19.6% | -3.7% | -18.5% |
| 3M | -14.9% | -34.2% | +19.3% | -4.7% |
| 6M | -28.1% | -31.2% | +3.2% | -20.5% |
| YTD | +132.4% | -56.2% | +188.6% | +185.2% |
| 1Y | +59.4% | -51.7% | +111.0% | +90.8% |
| 3Y | +1,815.8% | -8.2% | +1,824.1% | +1,538.0% |
| 5Y | +491.3% | -92.8% | +584.1% | +710.8% |
| All | +491.3% | -92.2% | +583.5% | +710.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling