+3.1%
FERG vs UPST
-48.7%
+51.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.4% | -6.7% | +1.2% |
| 7D | +7.7% | -3.1% | +10.9% | +8.1% |
| 30D | +11.5% | -4.0% | +15.5% | +11.9% |
| 3M | -2.4% | -22.9% | +20.5% | +1.3% |
| 6M | -4.0% | -27.1% | +23.1% | -0.2% |
| YTD | +13.4% | -46.5% | +59.9% | +19.8% |
| 1Y | +3.1% | -49.4% | +52.5% | +9.2% |
| All | +3.1% | -48.7% | +51.8% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling