-99.1%
FCUV vs UPST
-24.8%
-74.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +2.1% | +133.9% | +135.7% |
| 7D | +148.8% | -10.6% | +159.4% | +153.1% |
| 30D | +95.0% | -14.0% | +109.0% | +98.8% |
| 3M | +27.8% | -36.8% | +64.6% | +37.7% |
| 6M | +121.0% | -27.5% | +148.5% | +130.8% |
| YTD | -78.1% | -55.3% | -22.9% | -75.5% |
| 1Y | -94.3% | -47.5% | -46.7% | -93.7% |
| 3Y | -98.9% | -10.4% | -88.5% | -98.9% |
| 5Y | -99.7% | -92.6% | -7.1% | -99.7% |
| All | -99.1% | -24.8% | -74.3% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling