-83.6%
FIG vs UPST
-75.2%
-8.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | -14.3% | -12.1% | -2.2% | -11.7% |
| 30D | -13.6% | -13.4% | -0.2% | -10.8% |
| 3M | -23.7% | -31.2% | +7.5% | -18.0% |
| 6M | -5.4% | -28.3% | +23.0% | +0.4% |
| YTD | -49.2% | -53.0% | +3.7% | -45.7% |
| 1Y | -57.4% | -47.2% | -10.2% | -54.1% |
| All | -83.6% | -75.2% | -8.4% | -85.9% |
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