-99.9%
FCUV vs UPST
-93.3%
-6.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.0% |
| 7D | -15.4% | +4.4% | -19.8% | -16.4% |
| 30D | -32.9% | -7.7% | -25.2% | -32.0% |
| 3M | -46.2% | -28.4% | -17.7% | -41.7% |
| 6M | -30.0% | -23.2% | -6.8% | -26.5% |
| YTD | -91.4% | -49.1% | -42.2% | -90.1% |
| 1Y | -98.1% | -42.4% | -55.7% | -97.9% |
| 3Y | -99.6% | +5.4% | -104.9% | -99.6% |
| 5Y | -99.9% | -92.9% | -7.0% | -99.9% |
| All | -99.9% | -93.3% | -6.5% | -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