+425.2%
FANG vs UPST
+7.9%
+417.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.8% |
| 7D | +0.8% | -3.5% | +4.3% | +0.9% |
| 30D | +7.6% | -7.1% | +14.7% | +7.9% |
| 3M | -1.3% | -13.1% | +11.8% | -0.9% |
| 6M | +14.7% | -1.1% | +15.8% | +14.0% |
| YTD | +34.8% | -35.9% | +70.6% | +36.5% |
| 1Y | +42.9% | -57.4% | +100.3% | +47.2% |
| 3Y | +43.8% | -14.9% | +58.6% | +39.1% |
| 5Y | +225.8% | -88.7% | +314.5% | +216.3% |
| All | +425.2% | +7.9% | +417.4% | +421.7% |
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