-18.6%
FIG vs UPST
-1.7%
-16.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -3.8% |
| 7D | -16.3% | -3.5% | -12.8% | -15.2% |
| 30D | -14.3% | -7.1% | -7.2% | -12.3% |
| 3M | +7.2% | -13.1% | +20.2% | +10.7% |
| 6M | -18.6% | -1.1% | -17.5% | -22.4% |
| All | -18.6% | -1.7% | -16.9% | -22.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling