+52.9%
FDX vs UPST
-21.5%
+74.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.3% | +8.5% | +0.8% |
| 7D | +0.5% | -4.5% | +5.0% | +0.8% |
| 30D | +9.5% | -15.3% | +24.8% | +10.7% |
| 3M | -1.3% | -32.4% | +31.1% | +1.1% |
| 6M | +5.5% | -29.5% | +35.1% | +7.6% |
| YTD | +38.9% | -53.3% | +92.2% | +44.7% |
| 1Y | +58.8% | -47.4% | +106.2% | +63.9% |
| 3Y | +71.1% | -2.2% | +73.3% | +62.8% |
| 5Y | +76.3% | -92.0% | +168.3% | +71.6% |
| All | +52.9% | -21.5% | +74.4% | +46.8% |
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