+47.8%
FE vs UPST
-93.6%
+141.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | 0.0% | -4.9% | +4.9% | 0.0% |
| 30D | +5.2% | -8.9% | +14.1% | +5.3% |
| 3M | 0.0% | -26.3% | +26.3% | +0.5% |
| 6M | +5.0% | -23.7% | +28.8% | +5.4% |
| YTD | +7.9% | -49.9% | +57.8% | +9.0% |
| 1Y | +6.3% | -42.0% | +48.3% | +7.0% |
| 3Y | +46.0% | -25.3% | +71.3% | +41.9% |
| All | +47.8% | -93.6% | +141.3% | +36.7% |
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 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