-0.8%
F vs UPST
-47.3%
+46.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +1.6% | -4.9% | +6.5% | +2.2% |
| 30D | +2.6% | -8.9% | +11.5% | +3.9% |
| 3M | -8.8% | -26.3% | +17.5% | -4.7% |
| 6M | +4.6% | -23.7% | +28.4% | +8.6% |
| YTD | -1.9% | -49.9% | +48.0% | +6.8% |
| 1Y | -0.8% | -42.0% | +41.2% | +2.4% |
| All | -0.8% | -47.3% | +46.5% | +2.4% |
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