-84.0%
FIG vs UPST
-73.3%
-10.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -5.3% | -11.4% | -15.5% |
| 7D | -17.4% | -10.9% | -6.5% | -15.3% |
| 30D | -15.9% | -7.2% | -8.7% | -14.5% |
| 3M | -34.5% | -26.7% | -7.8% | -30.6% |
| 6M | -5.0% | -29.0% | +23.9% | +0.3% |
| YTD | -50.7% | -49.4% | -1.3% | -48.1% |
| 1Y | -58.1% | -47.0% | -11.1% | -56.0% |
| All | -84.0% | -73.3% | -10.7% | -86.5% |
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