+1,049.0%
FIX vs UPST
-91.6%
+1,140.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | +0.3% |
| 7D | -13.9% | -4.5% | -9.5% | -13.7% |
| 30D | -35.5% | -15.3% | -20.2% | -34.4% |
| 3M | -33.9% | -32.4% | -1.5% | -31.1% |
| 6M | -43.3% | -29.5% | -13.8% | -41.3% |
| YTD | +18.7% | -53.3% | +72.0% | +27.6% |
| 1Y | +13.8% | -47.4% | +61.1% | +20.6% |
| 3Y | +495.0% | -2.2% | +497.2% | +467.2% |
| 5Y | +1,049.0% | -92.0% | +1,141.1% | +1,088.0% |
| All | +1,049.0% | -91.6% | +1,140.6% | +1,088.0% |
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