-8.5%
BX vs UPST
-48.7%
+40.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.4% | -3.2% | +3.7% |
| 7D | +8.3% | -3.1% | +11.4% | +9.0% |
| 30D | +13.5% | -4.0% | +17.5% | +14.4% |
| 3M | -7.6% | -22.9% | +15.3% | -1.6% |
| 6M | +4.0% | -27.1% | +31.2% | +11.3% |
| YTD | -15.2% | -46.5% | +31.4% | -4.9% |
| 1Y | -8.5% | -49.4% | +41.0% | +2.9% |
| All | -8.5% | -48.7% | +40.2% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling