+149.8%
BTI vs UPST
-24.8%
+174.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.4% |
| 7D | +1.6% | -10.6% | +12.3% | +1.8% |
| 30D | +9.2% | -14.0% | +23.2% | +9.4% |
| 3M | +9.6% | -36.8% | +46.5% | +10.3% |
| 6M | -2.4% | -27.5% | +25.1% | -2.1% |
| YTD | +14.2% | -55.3% | +69.5% | +15.3% |
| 1Y | +20.3% | -47.5% | +67.8% | +21.1% |
| 3Y | +147.4% | -10.4% | +157.9% | +143.7% |
| 5Y | +155.4% | -92.6% | +248.0% | +153.2% |
| All | +149.8% | -24.8% | +174.5% | +152.0% |
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