+42.9%
FANG vs UPST
-56.5%
+99.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.9% |
| 7D | +0.8% | -3.5% | +4.3% | +0.6% |
| 30D | +7.6% | -7.1% | +14.7% | +7.2% |
| 3M | -1.3% | -13.1% | +11.8% | -1.8% |
| 6M | +14.7% | -1.1% | +15.8% | +14.5% |
| YTD | +34.8% | -35.9% | +70.6% | +35.6% |
| 1Y | +42.9% | -57.4% | +100.3% | +40.2% |
| All | +42.9% | -56.5% | +99.4% | +40.2% |
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