+103.9%
BP vs UPST
-93.6%
+197.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | -11.6% | -4.9% | -6.7% | -11.5% |
| 30D | 0.0% | -8.9% | +8.9% | +0.2% |
| 3M | +6.7% | -26.3% | +33.1% | +7.4% |
| 6M | +2.2% | -23.7% | +25.9% | +2.5% |
| YTD | +33.0% | -49.9% | +82.9% | +34.8% |
| 1Y | +30.7% | -42.0% | +72.7% | +31.7% |
| 3Y | +44.2% | -25.3% | +69.5% | +41.4% |
| All | +103.9% | -93.6% | +197.5% | +112.5% |
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 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