-46.8%
FISV vs UPST
+2.1%
-48.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | +22.3% | +4.4% | +17.9% | +21.8% |
| 30D | +39.2% | -7.7% | +46.9% | +40.0% |
| 3M | +21.2% | -28.4% | +49.6% | +24.9% |
| 6M | +14.5% | -23.2% | +37.7% | +16.7% |
| YTD | -5.4% | -49.1% | +43.7% | -0.7% |
| 1Y | -0.3% | -42.4% | +42.1% | +3.4% |
| 3Y | -46.8% | +5.4% | -52.1% | -45.1% |
| All | -46.8% | +2.1% | -48.9% | -45.1% |
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