+76.2%
FDX vs UPST
-92.5%
+168.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.3% |
| 7D | +5.2% | -10.6% | +15.8% | +6.2% |
| 30D | +11.3% | -14.0% | +25.3% | +12.6% |
| 3M | -4.1% | -36.8% | +32.7% | -0.4% |
| 6M | +9.6% | -27.5% | +37.2% | +12.2% |
| YTD | +40.9% | -55.3% | +96.2% | +49.2% |
| 1Y | +53.0% | -47.5% | +100.6% | +59.4% |
| 3Y | +74.1% | -10.4% | +84.5% | +62.5% |
| All | +76.2% | -92.5% | +168.7% | +76.8% |
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 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