+440.4%
FANG vs UPST
-1.6%
+442.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | +2.9% | -8.8% | +11.7% | +3.3% |
| 30D | +2.6% | -12.1% | +14.7% | +3.1% |
| 3M | +7.6% | -19.5% | +27.1% | +8.3% |
| 6M | +17.3% | -6.8% | +24.2% | +16.9% |
| YTD | +38.7% | -41.5% | +80.2% | +40.9% |
| 1Y | +51.6% | -58.9% | +110.5% | +56.4% |
| 3Y | +50.0% | -15.2% | +65.1% | +45.1% |
| 5Y | +237.6% | -90.5% | +328.1% | +229.0% |
| All | +440.4% | -1.6% | +442.0% | +438.8% |
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