+50.0%
BRO vs UPST
-1.6%
+51.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | -7.3% | -8.8% | +1.4% | -7.0% |
| 30D | -6.9% | -12.1% | +5.2% | -6.5% |
| 3M | +10.7% | -19.5% | +30.2% | +11.4% |
| 6M | -2.7% | -6.8% | +4.1% | -2.8% |
| YTD | -16.3% | -41.5% | +25.2% | -15.2% |
| 1Y | -29.1% | -58.9% | +29.8% | -27.4% |
| 3Y | -7.8% | -15.2% | +7.3% | -10.5% |
| 5Y | +18.7% | -90.5% | +109.3% | +14.2% |
| All | +50.0% | -1.6% | +51.6% | +48.6% |
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