+528.6%
BTSG vs UPST
-34.2%
+562.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.3% | +2.8% |
| 7D | +4.4% | +4.4% | 0.0% | +3.8% |
| 30D | +8.5% | -7.7% | +16.2% | +9.2% |
| 3M | +10.8% | -28.4% | +39.2% | +14.8% |
| 6M | +26.1% | -23.2% | +49.3% | +29.0% |
| YTD | +84.6% | -49.1% | +133.8% | +96.3% |
| 1Y | +108.7% | -42.4% | +151.0% | +118.2% |
| All | +528.6% | -34.2% | +562.8% | +509.6% |
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