+87.7%
F vs UPST
-15.8%
+103.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +1.6% | -4.9% | +6.5% | +2.0% |
| 30D | +2.6% | -8.9% | +11.5% | +3.5% |
| 3M | -8.8% | -26.3% | +17.5% | -6.1% |
| 6M | +4.6% | -23.7% | +28.4% | +7.0% |
| YTD | -1.9% | -49.9% | +48.0% | +3.8% |
| 1Y | -0.8% | -42.0% | +41.2% | +3.3% |
| 3Y | +43.5% | -25.3% | +68.8% | +34.6% |
| 5Y | -12.1% | -93.4% | +81.3% | -14.4% |
| All | +87.7% | -15.8% | +103.5% | +66.9% |
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 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