+34.9%
FICO vs UPST
-15.8%
+50.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -0.9% | -4.9% | +4.0% | -0.6% |
| 30D | +3.3% | -8.9% | +12.2% | +4.0% |
| 3M | -31.7% | -26.3% | -5.4% | -30.1% |
| 6M | -34.0% | -23.7% | -10.2% | -32.8% |
| YTD | -58.3% | -49.9% | -8.4% | -56.4% |
| 1Y | -57.9% | -42.0% | -16.0% | -56.6% |
| 3Y | -24.1% | -25.3% | +1.2% | -27.0% |
| 5Y | +85.3% | -93.4% | +178.7% | +73.7% |
| All | +34.9% | -15.8% | +50.7% | +27.7% |
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