+31.3%
FANG vs UPST
-4.9%
+36.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.4% |
| 7D | +4.0% | -10.6% | +14.7% | +4.6% |
| 30D | -5.8% | -14.0% | +8.2% | -5.2% |
| 3M | -6.7% | -36.8% | +30.1% | -4.6% |
| 6M | -6.4% | -27.5% | +21.1% | -5.7% |
| YTD | +25.9% | -55.3% | +81.2% | +30.7% |
| 1Y | +31.1% | -47.5% | +78.7% | +33.9% |
| 3Y | +31.3% | -10.4% | +41.8% | +23.5% |
| All | +31.3% | -4.9% | +36.3% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling