+81.8%
F vs UPST
-24.8%
+106.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | -0.1% |
| 7D | -3.1% | -10.6% | +7.5% | -2.0% |
| 30D | 0.0% | -14.0% | +14.0% | +1.4% |
| 3M | -13.2% | -36.8% | +23.6% | -9.2% |
| 6M | -10.2% | -27.5% | +17.3% | -7.6% |
| YTD | -4.9% | -55.3% | +50.3% | +1.7% |
| 1Y | -6.1% | -47.5% | +41.5% | -1.3% |
| 3Y | +46.0% | -10.4% | +56.4% | +35.2% |
| 5Y | -15.7% | -92.6% | +76.9% | -17.9% |
| All | +81.8% | -24.8% | +106.6% | +63.6% |
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