+258.9%
BNY vs UPST
-91.0%
+349.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.0% |
| 3M | +13.9% | -16.6% | +30.5% | +15.1% |
| 6M | +42.3% | -7.3% | +49.6% | +42.1% |
| YTD | +41.8% | -40.8% | +82.6% | +46.0% |
| 1Y | +57.9% | -62.4% | +120.4% | +67.2% |
| 3Y | +290.7% | -15.3% | +306.0% | +269.3% |
| All | +258.9% | -91.0% | +349.9% | +246.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling