+95.4%
BEN vs UPST
-21.5%
+116.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.3% | +9.4% | +2.0% |
| 7D | +12.1% | -4.5% | +16.6% | +12.6% |
| 30D | +13.4% | -15.3% | +28.7% | +15.1% |
| 3M | +9.4% | -32.4% | +41.8% | +13.3% |
| 6M | +19.3% | -29.5% | +48.8% | +22.6% |
| YTD | +57.3% | -53.3% | +110.6% | +67.0% |
| 1Y | +69.1% | -47.4% | +116.5% | +77.3% |
| 3Y | +85.6% | -2.2% | +87.8% | +72.7% |
| 5Y | +32.9% | -92.0% | +125.0% | +27.3% |
| All | +95.4% | -21.5% | +116.9% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling