-53.6%
FISV vs UPST
+7.9%
-61.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.6% |
| 7D | -0.3% | -3.5% | +3.2% | -0.1% |
| 30D | -2.1% | -7.1% | +5.1% | -1.7% |
| 3M | -5.7% | -13.1% | +7.3% | -5.2% |
| 6M | -15.3% | -1.1% | -14.2% | -15.6% |
| YTD | -21.1% | -35.9% | +14.8% | -19.7% |
| 1Y | -61.1% | -57.4% | -3.7% | -59.7% |
| 3Y | -56.8% | -14.9% | -42.0% | -57.9% |
| 5Y | -54.2% | -88.7% | +34.5% | -55.9% |
| All | -53.6% | +7.9% | -61.5% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling