+46.3%
FE vs UPST
-93.2%
+139.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | -0.1% |
| 7D | +0.6% | -10.9% | +11.4% | +0.8% |
| 30D | +6.4% | -7.2% | +13.6% | +6.5% |
| 3M | -0.5% | -26.7% | +26.2% | 0.0% |
| 6M | +4.7% | -29.0% | +33.7% | +5.2% |
| YTD | +8.4% | -49.4% | +57.7% | +9.4% |
| 1Y | +7.2% | -47.0% | +54.2% | +8.1% |
| 3Y | +44.9% | -27.0% | +71.9% | +40.9% |
| 5Y | +46.3% | -93.3% | +139.6% | +33.5% |
| All | +46.3% | -93.2% | +139.5% | +33.5% |
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 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