+70.2%
FDX vs UPST
-28.6%
+98.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.5% | -3.4% |
| 7D | +2.9% | -10.9% | +13.8% | +3.9% |
| 30D | +9.6% | -7.2% | +16.8% | +10.2% |
| 3M | +2.4% | -26.7% | +29.0% | +4.9% |
| 6M | +9.2% | -29.0% | +38.2% | +11.8% |
| YTD | +37.7% | -49.4% | +87.1% | +44.0% |
| 1Y | +56.1% | -47.0% | +103.1% | +62.2% |
| All | +70.2% | -28.6% | +98.8% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling