-56.5%
FISV vs UPST
-90.2%
+33.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -3.7% |
| 7D | -1.6% | -1.5% | -0.1% | -1.4% |
| 30D | -3.0% | -13.2% | +10.3% | -1.9% |
| 3M | -3.5% | -13.0% | +9.4% | -2.7% |
| 6M | -19.4% | -2.9% | -16.5% | -19.6% |
| YTD | -24.3% | -38.3% | +14.0% | -22.1% |
| 1Y | -62.4% | -60.5% | -1.9% | -60.2% |
| 3Y | -58.2% | -11.7% | -46.4% | -60.1% |
| 5Y | -56.5% | -90.2% | +33.6% | -56.3% |
| All | -56.5% | -90.2% | +33.7% | -56.3% |
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