-99.9%
FCUV vs UPST
-91.3%
-8.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +1.1% |
| 7D | -72.0% | -12.0% | -60.0% | -70.7% |
| 30D | -8.0% | -16.0% | +8.0% | -3.0% |
| 3M | +66.3% | -17.2% | +83.4% | +74.2% |
| 6M | -75.3% | -10.9% | -64.4% | -74.8% |
| YTD | -83.0% | -42.6% | -40.4% | -80.8% |
| 1Y | -94.7% | -59.8% | -34.9% | -93.6% |
| 3Y | -99.3% | -17.9% | -81.4% | -99.3% |
| 5Y | -99.9% | -90.7% | -9.1% | -99.9% |
| All | -99.9% | -91.3% | -8.5% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling