-80.3%
FIG vs UPST
-67.5%
-12.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.8% | -1.9% | -5.0% |
| 7D | -16.4% | -1.5% | -14.9% | -16.1% |
| 30D | -2.3% | -13.2% | +10.9% | +0.1% |
| 3M | +7.8% | -13.0% | +20.8% | +9.7% |
| 6M | -21.8% | -2.9% | -19.0% | -21.6% |
| YTD | -39.1% | -38.3% | -0.8% | -38.3% |
| 1Y | -56.6% | -60.5% | +3.8% | -62.6% |
| All | -80.3% | -67.5% | -12.8% | -84.0% |
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 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