+154.3%
FAST vs UPST
-14.4%
+168.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.3% | +2.9% |
| 7D | +3.8% | +4.4% | -0.6% | +3.6% |
| 30D | +8.1% | -7.7% | +15.7% | +8.4% |
| 3M | +5.8% | -28.4% | +34.2% | +7.4% |
| 6M | +24.9% | -23.2% | +48.0% | +26.0% |
| YTD | +38.9% | -49.1% | +88.0% | +42.5% |
| 1Y | +36.5% | -42.4% | +78.8% | +39.0% |
| 3Y | +98.1% | +5.4% | +92.8% | +89.0% |
| 5Y | +109.3% | -92.9% | +202.2% | +100.1% |
| All | +154.3% | -14.4% | +168.7% | +137.5% |
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 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