-2.3%
BND vs UPST
-0.4%
-1.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | -0.2% |
| 7D | -0.1% | -8.1% | +8.0% | -0.1% |
| 30D | -0.2% | -14.3% | +14.1% | -0.1% |
| 3M | -0.7% | -16.6% | +16.0% | -0.6% |
| 6M | -1.7% | -7.3% | +5.6% | -1.7% |
| YTD | -0.5% | -40.8% | +40.3% | -0.3% |
| 1Y | +0.4% | -62.4% | +62.8% | +0.8% |
| 3Y | +13.1% | -15.3% | +28.5% | +12.4% |
| 5Y | -2.1% | -91.1% | +89.0% | -3.1% |
| All | -2.3% | -0.4% | -1.9% | -2.7% |
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