-97.7%
FCUV vs UPST
-11.9%
-85.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.6% | -12.0% | -13.3% |
| 7D | +62.8% | -3.5% | +66.4% | +64.4% |
| 30D | +66.5% | -7.1% | +73.6% | +67.9% |
| 3M | +459.9% | -13.1% | +473.0% | +470.3% |
| 6M | -12.4% | -1.1% | -11.3% | -14.3% |
| YTD | -47.5% | -35.9% | -11.7% | -43.6% |
| 1Y | -80.5% | -57.4% | -23.1% | -77.8% |
| All | -97.7% | -11.9% | -85.7% | -97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling