+93.4%
FAST vs UPST
-28.6%
+122.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.3% |
| 7D | +0.7% | -10.9% | +11.5% | +1.2% |
| 30D | +4.6% | -7.2% | +11.8% | +4.9% |
| 3M | +6.4% | -26.7% | +33.0% | +7.9% |
| 6M | +20.6% | -29.0% | +49.6% | +22.3% |
| YTD | +34.7% | -49.4% | +84.0% | +38.4% |
| 1Y | +29.7% | -47.0% | +76.6% | +32.8% |
| All | +93.4% | -28.6% | +122.0% | +89.7% |
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 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