+51.5%
FE vs UPST
-13.8%
+65.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.6% |
| 7D | +1.9% | -3.5% | +5.5% | +2.0% |
| 30D | -1.2% | -7.1% | +6.0% | -1.1% |
| 3M | +3.5% | -13.1% | +16.6% | +3.6% |
| 6M | -6.1% | -1.1% | -5.0% | -6.2% |
| YTD | +7.6% | -35.9% | +43.5% | +7.9% |
| 1Y | +11.9% | -57.4% | +69.3% | +12.7% |
| All | +51.5% | -13.8% | +65.3% | +38.7% |
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 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