-97.9%
FCUV vs UPST
+7.9%
-105.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.6% | -12.0% | -13.4% |
| 7D | +62.8% | -3.5% | +66.4% | +63.8% |
| 30D | +66.5% | -7.1% | +73.6% | +67.4% |
| 3M | +459.9% | -13.1% | +473.0% | +467.6% |
| 6M | -12.4% | -1.1% | -11.3% | -13.5% |
| YTD | -47.5% | -35.9% | -11.7% | -44.7% |
| 1Y | -80.5% | -57.4% | -23.1% | -78.5% |
| 3Y | -97.6% | -14.9% | -82.8% | -97.8% |
| 5Y | -99.5% | -88.7% | -10.9% | -99.6% |
| All | -97.9% | +7.9% | -105.8% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling