+377.0%
BNY vs UPST
+7.9%
+369.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.4% |
| 7D | +1.4% | -3.5% | +5.0% | +1.6% |
| 30D | +3.8% | -7.1% | +11.0% | +4.2% |
| 3M | +14.9% | -13.1% | +28.0% | +15.6% |
| 6M | +40.3% | -1.1% | +41.4% | +39.7% |
| YTD | +43.9% | -35.9% | +79.7% | +46.4% |
| 1Y | +59.0% | -57.4% | +116.4% | +64.8% |
| 3Y | +290.7% | -14.9% | +305.6% | +276.5% |
| 5Y | +250.4% | -88.7% | +339.0% | +234.2% |
| All | +377.0% | +7.9% | +369.1% | +344.6% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling