-1.5%
FISV vs UPST
-47.2%
+45.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | +1.2% |
| 7D | +8.4% | -4.5% | +12.9% | +9.2% |
| 30D | +38.8% | -15.3% | +54.1% | +42.3% |
| 3M | +21.3% | -32.4% | +53.7% | +29.3% |
| 6M | +14.1% | -29.5% | +43.7% | +19.5% |
| YTD | -5.7% | -53.3% | +47.6% | +3.5% |
| All | -1.5% | -47.2% | +45.7% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling