+143.7%
FERG vs UPST
-26.3%
+170.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.9% | +3.2% | -3.2% |
| 7D | +8.2% | -13.5% | +21.7% | +9.2% |
| 30D | +14.4% | -19.6% | +34.0% | +15.9% |
| 3M | +4.3% | -34.2% | +38.5% | +7.1% |
| 6M | +7.9% | -31.2% | +39.1% | +10.2% |
| YTD | +16.3% | -56.2% | +72.5% | +21.5% |
| 1Y | +2.2% | -51.7% | +53.9% | +6.1% |
| 3Y | +67.3% | -8.2% | +75.5% | +62.8% |
| 5Y | +75.3% | -92.8% | +168.1% | +69.5% |
| All | +143.7% | -26.3% | +170.0% | +137.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling