+87.7%
BEN vs UPST
-4.9%
+92.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | +6.8% | -10.6% | +17.4% | +8.2% |
| 30D | +18.0% | -14.0% | +32.0% | +20.0% |
| 3M | +7.5% | -36.8% | +44.3% | +13.3% |
| 6M | +14.7% | -27.5% | +42.2% | +18.5% |
| YTD | +56.1% | -55.3% | +111.4% | +68.8% |
| 1Y | +69.6% | -47.5% | +117.1% | +79.8% |
| 3Y | +87.7% | -10.4% | +98.1% | +67.7% |
| All | +87.7% | -4.9% | +92.6% | +67.7% |
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