-10.6%
BITO vs UPST
-93.1%
+82.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -0.8% |
| 7D | -5.8% | -12.0% | +6.2% | -3.9% |
| 30D | +21.1% | -16.0% | +37.2% | +24.4% |
| 3M | +23.5% | -17.2% | +40.7% | +26.7% |
| 6M | +8.3% | -10.9% | +19.1% | +9.2% |
| YTD | -13.9% | -42.6% | +28.7% | -7.3% |
| 1Y | -34.5% | -59.8% | +25.3% | -26.3% |
| 3Y | +147.0% | -17.9% | +164.9% | +121.9% |
| All | -10.6% | -93.1% | +82.5% | -8.2% |
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