+65.9%
BEN vs UPST
-29.4%
+95.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +4.9% |
| 7D | +6.6% | -4.9% | +11.5% | +7.2% |
| 30D | +3.8% | -8.9% | +12.7% | +4.9% |
| 3M | +0.2% | -26.3% | +26.5% | +3.6% |
| 6M | +10.4% | -23.7% | +34.2% | +13.3% |
| YTD | +46.2% | -49.9% | +96.1% | +55.6% |
| 1Y | +52.3% | -42.0% | +94.2% | +59.2% |
| 3Y | +65.9% | -25.3% | +91.2% | +56.1% |
| All | +65.9% | -29.4% | +95.3% | +56.1% |
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