+83.1%
FFIV vs UPST
-21.5%
+104.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.1% | +0.5% |
| 7D | -4.2% | -4.5% | +0.3% | -3.9% |
| 30D | -33.9% | -15.3% | -18.6% | -33.1% |
| 3M | -22.6% | -32.4% | +9.8% | -20.4% |
| 6M | -10.4% | -29.5% | +19.2% | -8.4% |
| YTD | +24.3% | -53.3% | +77.6% | +30.3% |
| 1Y | +31.8% | -47.4% | +79.1% | +36.7% |
| 3Y | +99.5% | -2.2% | +101.7% | +89.1% |
| 5Y | +40.7% | -92.0% | +132.8% | +36.4% |
| All | +83.1% | -21.5% | +104.6% | +72.1% |
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