+93.7%
FAST vs UPST
-29.4%
+123.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +2.1% | -4.9% | +7.0% | +2.3% |
| 30D | +6.9% | -8.9% | +15.7% | +7.3% |
| 3M | +4.8% | -26.3% | +31.2% | +6.4% |
| 6M | +19.8% | -23.7% | +43.5% | +21.0% |
| YTD | +34.9% | -49.9% | +84.8% | +38.8% |
| 1Y | +32.8% | -42.0% | +74.8% | +35.4% |
| 3Y | +93.7% | -25.3% | +119.0% | +90.1% |
| All | +93.7% | -29.4% | +123.1% | +90.1% |
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