+2,990.5%
FIX vs UPST
+7.9%
+2,982.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +2.1% |
| 7D | +6.0% | -3.5% | +9.6% | +6.4% |
| 30D | -7.2% | -7.1% | -0.1% | -6.7% |
| 3M | -15.9% | -13.1% | -2.8% | -14.9% |
| 6M | +12.7% | -1.1% | +13.8% | +12.3% |
| YTD | +72.8% | -35.9% | +108.6% | +77.9% |
| 1Y | +122.9% | -57.4% | +180.3% | +136.5% |
| 3Y | +774.3% | -14.9% | +789.2% | +747.5% |
| 5Y | +2,049.5% | -88.7% | +2,138.1% | +1,980.8% |
| All | +2,990.5% | +7.9% | +2,982.6% | +2,673.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling