+4.8%
FE vs UPST
-48.7%
+53.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | -0.4% |
| 7D | -0.5% | -4.5% | +4.0% | -0.6% |
| 30D | +4.3% | -15.3% | +19.6% | +4.1% |
| 3M | +0.4% | -32.4% | +32.8% | -0.3% |
| 6M | +6.9% | -29.5% | +36.5% | +6.3% |
| YTD | +8.0% | -53.3% | +61.3% | +6.9% |
| 1Y | +4.8% | -47.4% | +52.2% | +2.7% |
| All | +4.8% | -48.7% | +53.5% | +2.7% |
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