+370.7%
BNY vs UPST
-1.6%
+372.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | -0.1% |
| 7D | -1.3% | -8.8% | +7.4% | -0.8% |
| 30D | -0.2% | -12.1% | +11.9% | +0.5% |
| 3M | +14.9% | -19.5% | +34.4% | +16.1% |
| 6M | +40.0% | -6.8% | +46.8% | +39.8% |
| YTD | +42.0% | -41.5% | +83.5% | +45.2% |
| 1Y | +56.9% | -58.9% | +115.7% | +62.9% |
| 3Y | +289.9% | -15.2% | +305.0% | +276.1% |
| 5Y | +259.2% | -90.5% | +349.7% | +244.4% |
| All | +370.7% | -1.6% | +372.3% | +340.9% |
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