-83.2%
FIG vs UPST
-73.2%
-10.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.8% |
| 7D | -12.6% | +4.4% | -17.0% | -13.2% |
| 30D | -13.8% | -7.7% | -6.1% | -12.3% |
| 3M | -16.7% | -28.4% | +11.7% | -11.5% |
| 6M | -6.1% | -23.2% | +17.1% | -1.9% |
| YTD | -48.1% | -49.1% | +1.0% | -45.4% |
| 1Y | -56.2% | -42.4% | -13.8% | -53.5% |
| All | -83.2% | -73.2% | -10.0% | -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