+71.6%
FITB vs UPST
-88.8%
+160.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | 0.0% |
| 7D | +0.6% | -3.5% | +4.1% | +1.0% |
| 30D | -4.7% | -7.1% | +2.4% | -4.1% |
| 3M | +6.7% | -13.1% | +19.8% | +8.0% |
| 6M | +12.6% | -1.1% | +13.6% | +11.5% |
| YTD | +19.1% | -35.9% | +55.0% | +23.5% |
| 1Y | +22.6% | -57.4% | +80.1% | +32.4% |
| 3Y | +127.1% | -14.9% | +142.0% | +109.3% |
| All | +71.6% | -88.8% | +160.4% | +62.0% |
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