+894.6%
FIX vs UPST
-93.2%
+987.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.3% | -6.3% | -10.9% |
| 7D | -27.2% | -10.9% | -16.4% | -26.3% |
| 30D | -46.9% | -7.2% | -39.7% | -46.6% |
| 3M | -44.4% | -26.7% | -17.7% | -42.6% |
| 6M | -50.9% | -29.0% | -21.9% | -49.3% |
| YTD | +3.5% | -49.4% | +52.9% | +10.2% |
| 1Y | -2.1% | -47.0% | +44.9% | +3.6% |
| 3Y | +418.7% | -27.0% | +445.7% | +403.6% |
| 5Y | +894.6% | -93.3% | +987.9% | +918.5% |
| All | +894.6% | -93.2% | +987.7% | +918.5% |
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