+129.1%
BX vs UPST
-24.8%
+153.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.1% |
| 7D | +0.6% | -10.6% | +11.2% | +2.1% |
| 30D | +14.2% | -14.0% | +28.2% | +16.4% |
| 3M | -18.7% | -36.8% | +18.1% | -13.8% |
| 6M | +2.5% | -27.5% | +30.0% | +6.4% |
| YTD | -18.8% | -55.3% | +36.5% | -10.9% |
| 1Y | -10.3% | -47.5% | +37.2% | -3.8% |
| 3Y | +35.4% | -10.4% | +45.8% | +26.8% |
| 5Y | +0.3% | -92.6% | +92.9% | -3.8% |
| All | +129.1% | -24.8% | +153.8% | +129.5% |
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