-20.9%
BITO vs UPST
-94.6%
+73.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -3.9% |
| 7D | -9.2% | -10.6% | +1.4% | -7.6% |
| 30D | -15.9% | -14.0% | -1.9% | -14.0% |
| 3M | +7.3% | -36.8% | +44.2% | +15.1% |
| 6M | -15.2% | -27.5% | +12.3% | -11.5% |
| YTD | -23.8% | -55.3% | +31.5% | -14.8% |
| 1Y | -32.2% | -47.5% | +15.4% | -26.2% |
| 3Y | +55.1% | -10.4% | +65.5% | +39.0% |
| 5Y | -16.7% | -92.6% | +75.9% | -13.9% |
| All | -20.9% | -94.6% | +73.8% | -15.7% |
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 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