+158.9%
FAST vs UPST
-26.3%
+185.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.4% |
| 7D | +5.0% | -13.5% | +18.5% | +5.7% |
| 30D | +8.6% | -19.6% | +28.2% | +9.6% |
| 3M | +6.9% | -34.2% | +41.1% | +8.9% |
| 6M | +29.6% | -31.2% | +60.8% | +31.4% |
| YTD | +41.4% | -56.2% | +97.6% | +46.0% |
| 1Y | +38.5% | -51.7% | +90.2% | +42.2% |
| 3Y | +98.7% | -8.2% | +107.0% | +90.8% |
| 5Y | +108.0% | -92.8% | +200.8% | +100.1% |
| All | +158.9% | -26.3% | +185.2% | +143.4% |
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