+160.3%
BITO vs UPST
-16.7%
+177.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | +0.3% |
| 7D | +1.1% | -8.1% | +9.2% | +2.3% |
| 30D | +21.8% | -14.3% | +36.1% | +24.4% |
| 3M | +25.0% | -16.6% | +41.7% | +27.9% |
| 6M | +11.3% | -7.3% | +18.6% | +11.6% |
| YTD | -12.7% | -40.8% | +28.1% | -7.3% |
| 1Y | -32.3% | -62.4% | +30.1% | -24.7% |
| All | +160.3% | -16.7% | +177.0% | +160.8% |
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