+120.5%
F vs UPST
+7.9%
+112.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.6% |
| 7D | +5.3% | -3.5% | +8.9% | +5.7% |
| 30D | +4.6% | -7.1% | +11.7% | +5.3% |
| 3M | -3.7% | -13.1% | +9.4% | -2.5% |
| 6M | +16.8% | -1.1% | +17.9% | +16.1% |
| YTD | +15.3% | -35.9% | +51.2% | +19.1% |
| 1Y | +31.0% | -57.4% | +88.4% | +40.3% |
| 3Y | +45.4% | -14.9% | +60.3% | +34.5% |
| 5Y | +54.7% | -88.7% | +143.3% | +44.7% |
| All | +120.5% | +7.9% | +112.6% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling