+92.3%
FE vs UPST
-21.5%
+113.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | -0.2% |
| 7D | -0.5% | -4.5% | +4.0% | -0.5% |
| 30D | +4.3% | -15.3% | +19.6% | +4.5% |
| 3M | +0.4% | -32.4% | +32.8% | +0.7% |
| 6M | +6.9% | -29.5% | +36.5% | +7.2% |
| YTD | +8.0% | -53.3% | +61.3% | +8.6% |
| 1Y | +4.8% | -47.4% | +52.2% | +5.3% |
| 3Y | +49.0% | -2.2% | +51.2% | +46.5% |
| 5Y | +46.2% | -92.0% | +138.3% | +40.4% |
| All | +92.3% | -21.5% | +113.8% | +95.5% |
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