-2.0%
BND vs UPST
+7.9%
-9.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | 0.0% |
| 7D | -0.1% | -3.5% | +3.4% | -0.1% |
| 30D | -0.4% | -7.1% | +6.8% | -0.3% |
| 3M | -0.6% | -13.1% | +12.4% | -0.6% |
| 6M | -1.4% | -1.1% | -0.4% | -1.5% |
| YTD | -0.2% | -35.9% | +35.6% | -0.1% |
| 1Y | +1.3% | -57.4% | +58.7% | +1.7% |
| 3Y | +13.2% | -14.9% | +28.0% | +12.4% |
| 5Y | -1.6% | -88.7% | +87.1% | -2.6% |
| All | -2.0% | +7.9% | -9.9% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling