+44.7%
FITB vs UPST
-93.6%
+138.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.6% |
| 7D | -1.5% | -4.9% | +3.4% | -1.1% |
| 30D | +5.8% | -8.9% | +14.7% | +6.8% |
| 3M | -6.1% | -26.3% | +20.2% | -3.1% |
| 6M | +5.9% | -23.7% | +29.7% | +8.4% |
| YTD | +16.1% | -49.9% | +66.0% | +23.5% |
| 1Y | +28.8% | -42.0% | +70.8% | +34.5% |
| 3Y | +126.0% | -25.3% | +151.3% | +111.6% |
| All | +44.7% | -93.6% | +138.3% | +38.3% |
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