-56.9%
FISV vs UPST
-11.9%
-45.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.7% |
| 7D | -0.3% | -3.5% | +3.2% | 0.0% |
| 30D | -2.1% | -7.1% | +5.1% | -1.4% |
| 3M | -5.7% | -13.1% | +7.3% | -4.8% |
| 6M | -15.3% | -1.1% | -14.2% | -15.8% |
| YTD | -21.1% | -35.9% | +14.8% | -18.9% |
| 1Y | -61.1% | -57.4% | -3.7% | -58.9% |
| All | -56.9% | -11.9% | -45.0% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling