+46.0%
FE vs UPST
-92.5%
+138.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | +1.0% |
| 7D | +1.2% | -10.6% | +11.9% | +1.4% |
| 30D | +4.5% | -14.0% | +18.5% | +4.8% |
| 3M | +1.3% | -36.8% | +38.2% | +2.2% |
| 6M | +8.7% | -27.5% | +36.2% | +9.1% |
| YTD | +9.2% | -55.3% | +64.5% | +10.6% |
| 1Y | +7.0% | -47.5% | +54.5% | +7.9% |
| 3Y | +51.4% | -10.4% | +61.8% | +46.1% |
| All | +46.0% | -92.5% | +138.5% | +39.0% |
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