+48.2%
FANG vs UPST
-16.7%
+65.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +1.7% |
| 7D | -0.4% | -8.1% | +7.7% | +0.1% |
| 30D | +2.4% | -14.3% | +16.7% | +3.2% |
| 3M | +4.9% | -16.6% | +21.5% | +5.6% |
| 6M | +12.0% | -7.3% | +19.3% | +11.3% |
| YTD | +37.1% | -40.8% | +77.9% | +40.4% |
| 1Y | +52.3% | -62.4% | +114.7% | +61.2% |
| All | +48.2% | -16.7% | +65.0% | +42.1% |
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