+110.2%
FAST vs UPST
-91.6%
+201.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.8% | +1.0% |
| 7D | +4.8% | -4.5% | +9.3% | +5.1% |
| 30D | +8.6% | -15.3% | +23.9% | +9.6% |
| 3M | +5.7% | -32.4% | +38.1% | +8.1% |
| 6M | +25.5% | -29.5% | +55.0% | +27.6% |
| YTD | +39.6% | -53.3% | +92.9% | +45.1% |
| 1Y | +35.5% | -47.4% | +82.8% | +39.6% |
| 3Y | +96.2% | -2.2% | +98.4% | +83.0% |
| 5Y | +110.2% | -92.0% | +202.2% | +108.2% |
| All | +110.2% | -91.6% | +201.8% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling