-44.5%
FISV vs UPST
-21.5%
-23.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | +0.2% |
| 7D | +8.4% | -4.5% | +12.9% | +8.7% |
| 30D | +38.8% | -15.3% | +54.1% | +39.9% |
| 3M | +21.3% | -32.4% | +53.7% | +23.8% |
| 6M | +14.1% | -29.5% | +43.7% | +15.9% |
| YTD | -5.7% | -53.3% | +47.6% | -2.5% |
| 1Y | -0.8% | -47.4% | +46.6% | +2.0% |
| 3Y | -47.9% | -2.2% | -45.7% | -49.1% |
| 5Y | -36.8% | -92.0% | +55.2% | -38.4% |
| All | -44.5% | -21.5% | -23.0% | -43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling