+19.0%
BRO vs UPST
-91.3%
+110.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.2% |
| 7D | -8.6% | -12.0% | +3.4% | -8.0% |
| 30D | -6.9% | -16.0% | +9.1% | -6.2% |
| 3M | +10.5% | -17.2% | +27.6% | +11.3% |
| 6M | -2.8% | -10.9% | +8.1% | -2.7% |
| YTD | -16.1% | -42.6% | +26.5% | -14.5% |
| 1Y | -27.6% | -59.8% | +32.2% | -25.2% |
| 3Y | -7.3% | -17.9% | +10.6% | -11.5% |
| 5Y | +19.0% | -90.7% | +109.7% | +20.2% |
| All | +19.0% | -91.3% | +110.3% | +20.2% |
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 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