-79.1%
FIG vs UPST
-66.2%
-12.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -4.1% |
| 7D | -16.3% | -3.5% | -12.8% | -15.8% |
| 30D | -14.3% | -7.1% | -7.2% | -13.3% |
| 3M | +7.2% | -13.1% | +20.2% | +9.0% |
| 6M | -18.6% | -1.1% | -17.5% | -18.9% |
| YTD | -35.5% | -35.9% | +0.4% | -35.1% |
| 1Y | -55.8% | -57.4% | +1.6% | -61.3% |
| All | -79.1% | -66.2% | -12.9% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling