+67.7%
FERG vs UPST
-4.9%
+72.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | +9.7% | -10.6% | +20.4% | +11.1% |
| 30D | +15.0% | -14.0% | +29.0% | +16.8% |
| 3M | +3.8% | -36.8% | +40.6% | +8.8% |
| 6M | +10.6% | -27.5% | +38.1% | +13.9% |
| YTD | +17.0% | -55.3% | +72.2% | +25.3% |
| 1Y | +7.1% | -47.5% | +54.6% | +12.7% |
| 3Y | +67.7% | -10.4% | +78.2% | +72.9% |
| All | +67.7% | -4.9% | +72.7% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling