+1,852.7%
FIX vs UPST
-15.8%
+1,868.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.6% | +5.5% |
| 7D | -17.5% | -4.9% | -12.5% | -17.2% |
| 30D | -41.6% | -8.9% | -32.7% | -41.2% |
| 3M | -40.6% | -26.3% | -14.3% | -39.2% |
| 6M | -49.4% | -23.7% | -25.6% | -48.4% |
| YTD | +9.2% | -49.9% | +59.1% | +14.6% |
| 1Y | +6.5% | -42.0% | +48.4% | +10.3% |
| 3Y | +448.7% | -25.3% | +474.0% | +439.5% |
| 5Y | +948.7% | -93.4% | +1,042.1% | +938.7% |
| All | +1,852.7% | -15.8% | +1,868.5% | +1,686.4% |
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 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