+71.5%
FERG vs UPST
-88.8%
+160.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +4.0% | +2.5% |
| 7D | 0.0% | -3.5% | +3.5% | +0.3% |
| 30D | -10.2% | -7.1% | -3.1% | -9.6% |
| 3M | -0.6% | -13.1% | +12.5% | +0.5% |
| 6M | -6.5% | -1.1% | -5.4% | -7.0% |
| YTD | +4.2% | -35.9% | +40.0% | +7.2% |
| 1Y | -2.3% | -57.4% | +55.2% | +3.6% |
| 3Y | +48.5% | -14.9% | +63.4% | +40.5% |
| All | +71.5% | -88.8% | +160.3% | +60.7% |
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