+147.1%
FITB vs UPST
+3.8%
+143.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | -0.3% |
| 7D | +2.8% | -1.5% | +4.3% | +3.0% |
| 30D | -4.5% | -13.2% | +8.7% | -3.4% |
| 3M | +5.7% | -13.0% | +18.6% | +6.7% |
| 6M | +17.1% | -2.9% | +20.0% | +16.5% |
| YTD | +18.3% | -38.3% | +56.6% | +22.1% |
| 1Y | +23.9% | -60.5% | +84.3% | +32.2% |
| 3Y | +131.1% | -11.7% | +142.8% | +118.7% |
| 5Y | +71.1% | -90.2% | +161.3% | +61.3% |
| All | +147.1% | +3.8% | +143.4% | +129.3% |
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 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