+547.4%
BTSG vs UPST
-42.1%
+589.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.6% |
| 7D | +6.0% | -10.6% | +16.7% | +7.3% |
| 30D | +12.4% | -14.0% | +26.4% | +13.9% |
| 3M | +18.2% | -36.8% | +55.1% | +24.2% |
| 6M | +26.0% | -27.5% | +53.6% | +29.6% |
| YTD | +90.1% | -55.3% | +145.4% | +105.0% |
| 1Y | +124.3% | -47.5% | +171.8% | +136.8% |
| All | +547.4% | -42.1% | +589.5% | +536.6% |
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