-36.2%
FISV vs UPST
-93.3%
+57.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | +22.3% | +4.4% | +17.9% | +21.9% |
| 30D | +39.2% | -7.7% | +46.9% | +39.9% |
| 3M | +21.2% | -28.4% | +49.6% | +24.2% |
| 6M | +14.5% | -23.2% | +37.7% | +16.3% |
| YTD | -5.4% | -49.1% | +43.7% | -1.4% |
| 1Y | -0.3% | -42.4% | +42.1% | +2.8% |
| 3Y | -46.8% | +5.4% | -52.1% | -49.4% |
| 5Y | -36.2% | -92.9% | +56.7% | -36.1% |
| All | -36.2% | -93.3% | +57.1% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling