+125.4%
FFIV vs UPST
+7.9%
+117.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -1.0% | -3.5% | +2.6% | -0.7% |
| 30D | -5.1% | -7.1% | +2.1% | -4.6% |
| 3M | -4.5% | -13.1% | +8.6% | -3.6% |
| 6M | +36.5% | -1.1% | +37.6% | +35.7% |
| YTD | +53.0% | -35.9% | +88.8% | +56.7% |
| 1Y | +24.2% | -57.4% | +81.6% | +30.6% |
| 3Y | +137.2% | -14.9% | +152.1% | +125.6% |
| 5Y | +91.8% | -88.7% | +180.4% | +81.3% |
| All | +125.4% | +7.9% | +117.5% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling