+101.7%
FICO vs UPST
-88.8%
+190.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.0% | -16.5% |
| 7D | -19.2% | -3.5% | -15.6% | -18.8% |
| 30D | -14.6% | -7.1% | -7.5% | -13.9% |
| 3M | -20.1% | -13.1% | -7.0% | -19.1% |
| 6M | -36.3% | -1.1% | -35.2% | -36.9% |
| YTD | -44.9% | -35.9% | -9.0% | -42.8% |
| 1Y | -38.6% | -57.4% | +18.8% | -33.8% |
| 3Y | +4.0% | -14.9% | +18.9% | -4.5% |
| All | +101.7% | -88.8% | +190.5% | +81.1% |
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 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