-99.6%
FCUV vs UPST
-21.5%
-78.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -8.3% | +12.9% | +5.9% |
| 7D | -15.3% | -4.5% | -10.8% | -14.9% |
| 30D | -29.7% | -15.3% | -14.4% | -28.3% |
| 3M | -54.5% | -32.4% | -22.1% | -51.5% |
| 6M | -26.7% | -29.5% | +2.8% | -23.3% |
| YTD | -91.0% | -53.3% | -37.6% | -89.9% |
| 1Y | -98.0% | -47.4% | -50.7% | -97.8% |
| 3Y | -99.5% | -2.2% | -97.3% | -99.6% |
| 5Y | -99.9% | -92.0% | -7.8% | -99.9% |
| All | -99.6% | -21.5% | -78.1% | -99.6% |
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 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