+130.0%
FAST vs UPST
+7.9%
+122.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.8% |
| 7D | -0.4% | -3.5% | +3.2% | -0.2% |
| 30D | -0.8% | -7.1% | +6.3% | -0.5% |
| 3M | +5.8% | -13.1% | +18.8% | +6.3% |
| 6M | +8.0% | -1.1% | +9.1% | +7.6% |
| YTD | +25.6% | -35.9% | +61.5% | +27.6% |
| 1Y | +0.8% | -57.4% | +58.2% | +4.1% |
| 3Y | +86.1% | -14.9% | +101.0% | +78.7% |
| 5Y | +100.2% | -88.7% | +188.9% | +89.2% |
| All | +130.0% | +7.9% | +122.1% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling