+877.1%
BE vs UPST
+7.9%
+869.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +7.7% |
| 7D | +20.0% | -3.5% | +23.5% | +20.9% |
| 30D | +7.9% | -7.1% | +15.0% | +9.4% |
| 3M | -13.2% | -13.1% | -0.1% | -10.3% |
| 6M | +53.5% | -1.1% | +54.6% | +52.3% |
| YTD | +191.0% | -35.9% | +226.9% | +215.9% |
| 1Y | +360.5% | -57.4% | +417.9% | +442.1% |
| 3Y | +1,568.0% | -14.9% | +1,582.9% | +1,409.1% |
| 5Y | +1,055.2% | -88.7% | +1,143.8% | +1,050.4% |
| All | +877.1% | +7.9% | +869.2% | +771.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling