+146.4%
BTI vs UPST
-26.3%
+172.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.8% | +0.1% |
| 7D | -3.2% | -13.5% | +10.3% | -3.0% |
| 30D | +9.7% | -19.6% | +29.3% | +10.0% |
| 3M | +11.1% | -34.2% | +45.2% | +11.7% |
| 6M | -1.2% | -31.2% | +30.0% | -0.8% |
| YTD | +12.7% | -56.2% | +68.9% | +13.7% |
| 1Y | +15.8% | -51.7% | +67.5% | +16.7% |
| 3Y | +148.9% | -8.2% | +157.1% | +145.0% |
| 5Y | +151.9% | -92.8% | +244.7% | +149.8% |
| All | +146.4% | -26.3% | +172.7% | +148.6% |
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