-83.6%
FIG vs UPST
-76.9%
-6.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | +1.2% |
| 7D | +2.6% | -13.5% | +16.1% | +5.9% |
| 30D | -13.1% | -19.6% | +6.6% | -8.8% |
| 3M | -20.3% | -34.2% | +13.9% | -13.5% |
| 6M | -2.1% | -31.2% | +29.1% | +4.9% |
| YTD | -49.4% | -56.2% | +6.8% | -45.0% |
| 1Y | -57.0% | -51.7% | -5.3% | -53.1% |
| All | -83.6% | -76.9% | -6.7% | -85.8% |
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