+179.7%
BP vs UPST
-26.3%
+206.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.9% | +8.1% | +1.3% |
| 7D | +2.5% | -13.5% | +16.0% | +2.7% |
| 30D | -5.6% | -19.6% | +14.1% | -5.3% |
| 3M | +8.0% | -34.2% | +42.2% | +8.7% |
| 6M | +5.7% | -31.2% | +36.9% | +6.0% |
| YTD | +36.8% | -56.2% | +93.0% | +38.4% |
| 1Y | +30.7% | -51.7% | +82.4% | +31.8% |
| 3Y | +51.6% | -8.2% | +59.9% | +49.7% |
| 5Y | +112.2% | -92.8% | +205.0% | +108.8% |
| All | +179.7% | -26.3% | +206.1% | +164.2% |
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