+86.1%
FICO vs UPST
-93.2%
+179.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.3% | +6.2% | +1.5% |
| 7D | -0.3% | -10.9% | +10.6% | +0.9% |
| 30D | +1.7% | -7.2% | +8.9% | +2.4% |
| 3M | -35.2% | -26.7% | -8.5% | -33.0% |
| 6M | -33.7% | -29.0% | -4.7% | -31.6% |
| YTD | -58.2% | -49.4% | -8.8% | -55.6% |
| 1Y | -56.6% | -47.0% | -9.6% | -54.3% |
| 3Y | -24.0% | -27.0% | +3.0% | -28.9% |
| 5Y | +86.1% | -93.3% | +179.4% | +68.7% |
| All | +86.1% | -93.2% | +179.2% | +68.7% |
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 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