+53.8%
FDX vs UPST
+7.9%
+45.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.4% |
| 7D | -2.5% | -3.5% | +1.0% | -2.3% |
| 30D | +3.8% | -7.1% | +10.9% | +4.3% |
| 3M | -1.3% | -13.1% | +11.8% | -0.5% |
| 6M | +5.0% | -1.1% | +6.1% | +4.5% |
| YTD | +39.6% | -35.9% | +75.5% | +42.6% |
| 1Y | +81.1% | -57.4% | +138.5% | +89.4% |
| 3Y | +63.0% | -14.9% | +77.9% | +55.6% |
| 5Y | +65.6% | -88.7% | +154.3% | +57.7% |
| All | +53.8% | +7.9% | +45.9% | +44.6% |
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 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