+289.5%
BNY vs UPST
-16.7%
+306.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.1% |
| 7D | +0.3% | -8.1% | +8.4% | +0.9% |
| 30D | +1.9% | -14.3% | +16.2% | +3.1% |
| 3M | +13.9% | -16.6% | +30.5% | +15.2% |
| 6M | +42.3% | -7.3% | +49.6% | +42.0% |
| YTD | +41.8% | -40.8% | +82.6% | +46.1% |
| 1Y | +57.9% | -62.4% | +120.4% | +67.1% |
| All | +289.5% | -16.7% | +306.2% | +274.5% |
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