+47.5%
FITB vs UPST
-92.5%
+140.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | +2.8% | -10.6% | +13.4% | +4.1% |
| 30D | +9.8% | -14.0% | +23.8% | +11.5% |
| 3M | -5.2% | -36.8% | +31.7% | -0.3% |
| 6M | +17.3% | -27.5% | +44.9% | +20.7% |
| YTD | +19.3% | -55.3% | +74.6% | +28.6% |
| 1Y | +32.7% | -47.5% | +80.2% | +40.2% |
| 3Y | +141.6% | -10.4% | +152.0% | +122.7% |
| All | +47.5% | -92.5% | +140.0% | +45.4% |
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