-83.9%
FIG vs UPST
-75.4%
-8.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.3% | +4.3% | -2.1% |
| 7D | -11.4% | -4.5% | -6.9% | -10.2% |
| 30D | -17.2% | -15.3% | -1.9% | -14.2% |
| 3M | -26.6% | -32.4% | +5.8% | -20.9% |
| 6M | -9.8% | -29.5% | +19.7% | -4.0% |
| YTD | -50.1% | -53.3% | +3.2% | -46.6% |
| 1Y | -58.1% | -47.4% | -10.7% | -54.7% |
| All | -83.9% | -75.4% | -8.5% | -86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling