+115.8%
BTI vs UPST
-0.4%
+116.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -1.4% |
| 7D | -2.4% | -8.1% | +5.7% | -2.3% |
| 30D | -4.8% | -14.3% | +9.5% | -4.6% |
| 3M | -8.1% | -16.6% | +8.5% | -7.9% |
| 6M | -4.2% | -7.3% | +3.1% | -4.2% |
| YTD | -1.3% | -40.8% | +39.5% | -0.8% |
| 1Y | +2.1% | -62.4% | +64.6% | +3.3% |
| 3Y | +108.9% | -15.3% | +124.2% | +105.7% |
| 5Y | +114.5% | -91.1% | +205.5% | +111.9% |
| All | +115.8% | -0.4% | +116.3% | +117.0% |
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