+49.0%
FE vs UPST
-88.8%
+137.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.5% |
| 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% | +3.7% |
| 6M | -6.1% | -1.1% | -5.0% | -6.2% |
| YTD | +7.6% | -35.9% | +43.5% | +8.2% |
| 1Y | +11.9% | -57.4% | +69.3% | +13.4% |
| 3Y | +48.4% | -14.9% | +63.3% | +44.0% |
| All | +49.0% | -88.8% | +137.8% | +36.8% |
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