+146.4%
FITB vs UPST
-26.3%
+172.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +5.9% | -0.3% |
| 7D | +0.8% | -13.5% | +14.3% | +2.1% |
| 30D | +7.3% | -19.6% | +27.0% | +9.2% |
| 3M | -6.3% | -34.2% | +27.9% | -3.1% |
| 6M | +12.6% | -31.2% | +43.8% | +15.6% |
| YTD | +18.0% | -56.2% | +74.2% | +25.2% |
| 1Y | +28.9% | -51.7% | +80.6% | +35.4% |
| 3Y | +139.4% | -8.2% | +147.6% | +127.6% |
| 5Y | +47.2% | -92.8% | +140.0% | +42.7% |
| All | +146.4% | -26.3% | +172.7% | +135.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling