+2,129.3%
FIX vs UPST
-20.9%
+2,150.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +5.0% |
| 7D | +6.4% | -12.1% | +18.5% | +7.7% |
| 30D | -29.1% | -13.4% | -15.7% | -28.3% |
| 3M | -31.1% | -31.2% | +0.1% | -29.1% |
| 6M | -42.8% | -28.3% | -14.5% | -41.4% |
| YTD | +24.6% | -53.0% | +77.6% | +31.5% |
| 1Y | +21.9% | -47.2% | +69.1% | +27.4% |
| 3Y | +524.9% | -1.5% | +526.4% | +507.6% |
| 5Y | +1,092.2% | -91.6% | +1,183.9% | +1,082.5% |
| All | +2,129.3% | -20.9% | +2,150.3% | +1,950.7% |
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