+113.6%
BTI vs UPST
-90.2%
+203.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.5% | -0.3% |
| 7D | -1.4% | -1.5% | +0.1% | -1.4% |
| 30D | -7.0% | -13.2% | +6.2% | -6.8% |
| 3M | -6.3% | -13.0% | +6.6% | -6.2% |
| 6M | -2.0% | -2.9% | +0.9% | -2.1% |
| YTD | +0.2% | -38.3% | +38.5% | +0.8% |
| 1Y | +3.8% | -60.5% | +64.2% | +5.1% |
| 3Y | +112.1% | -11.7% | +123.8% | +107.7% |
| 5Y | +113.6% | -90.2% | +203.8% | +108.0% |
| All | +113.6% | -90.2% | +203.8% | +108.0% |
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 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