-98.0%
FCUV vs UPST
-48.7%
-49.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +9.4% | -16.9% | -12.9% |
| 7D | -8.6% | -3.1% | -5.4% | -7.7% |
| 30D | -25.9% | -4.0% | -21.9% | -25.3% |
| 3M | -69.8% | -22.9% | -46.9% | -64.6% |
| 6M | -31.6% | -27.1% | -4.5% | -21.0% |
| YTD | -90.1% | -46.5% | -43.6% | -87.4% |
| 1Y | -98.0% | -49.4% | -48.5% | -97.4% |
| All | -98.0% | -48.7% | -49.3% | -97.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling