+50.2%
FDX vs UPST
-47.3%
+97.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | -1.6% | -4.9% | +3.3% | -1.2% |
| 30D | +6.6% | -8.9% | +15.5% | +7.3% |
| 3M | -2.1% | -26.3% | +24.3% | +0.5% |
| 6M | +2.2% | -23.7% | +25.9% | +4.3% |
| YTD | +33.9% | -49.9% | +83.9% | +40.2% |
| 1Y | +50.2% | -42.0% | +92.2% | +54.6% |
| All | +50.2% | -47.3% | +97.5% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling