+116.3%
FERG vs UPST
+3.8%
+112.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.7% |
| 7D | +3.4% | -1.5% | +4.9% | +3.5% |
| 30D | -11.5% | -13.2% | +1.7% | -10.7% |
| 3M | +1.3% | -13.0% | +14.2% | +2.1% |
| 6M | -1.0% | -2.9% | +1.9% | -1.2% |
| YTD | +3.2% | -38.3% | +41.5% | +5.6% |
| 1Y | -3.0% | -60.5% | +57.5% | +1.6% |
| 3Y | +55.0% | -11.7% | +66.8% | +49.9% |
| 5Y | +72.6% | -90.2% | +162.8% | +63.5% |
| All | +116.3% | +3.8% | +112.6% | +106.3% |
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