+79.4%
FFIV vs UPST
-15.8%
+95.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -8.1% | -4.9% | -3.2% | -7.8% |
| 30D | -33.4% | -8.9% | -24.5% | -33.0% |
| 3M | -24.7% | -26.3% | +1.6% | -23.2% |
| 6M | -8.8% | -23.7% | +14.9% | -7.4% |
| YTD | +21.8% | -49.9% | +71.7% | +27.0% |
| 1Y | +25.3% | -42.0% | +67.3% | +29.0% |
| 3Y | +101.2% | -25.3% | +126.4% | +93.5% |
| 5Y | +40.2% | -93.4% | +133.6% | +35.8% |
| All | +79.4% | -15.8% | +95.2% | +67.7% |
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 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