+105.0%
FAST vs UPST
-93.2%
+198.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.2% |
| 7D | +0.7% | -10.9% | +11.5% | +1.3% |
| 30D | +4.6% | -7.2% | +11.8% | +5.0% |
| 3M | +6.4% | -26.7% | +33.0% | +8.2% |
| 6M | +20.6% | -29.0% | +49.6% | +22.6% |
| YTD | +34.7% | -49.4% | +84.0% | +39.2% |
| 1Y | +29.7% | -47.0% | +76.6% | +33.5% |
| 3Y | +89.9% | -27.0% | +116.9% | +80.6% |
| 5Y | +105.0% | -93.3% | +198.3% | +100.9% |
| All | +105.0% | -93.2% | +198.1% | +100.9% |
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