-83.7%
FIG vs UPST
-73.6%
-10.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | -13.1% | -4.9% | -8.2% | -12.1% |
| 30D | -13.0% | -8.9% | -4.1% | -11.2% |
| 3M | -21.5% | -26.3% | +4.8% | -17.0% |
| 6M | -2.5% | -23.7% | +21.2% | +2.1% |
| YTD | -49.7% | -49.9% | +0.3% | -46.9% |
| 1Y | -59.1% | -42.0% | -17.1% | -56.3% |
| All | -83.7% | -73.6% | -10.1% | -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 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