+513.9%
FLEX vs UPST
-20.9%
+534.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.7% |
| 7D | +2.2% | -12.1% | +14.3% | +3.6% |
| 30D | -32.6% | -13.4% | -19.2% | -31.7% |
| 3M | -35.5% | -31.2% | -4.3% | -33.2% |
| 6M | -45.6% | -28.3% | -17.2% | -43.9% |
| YTD | +30.7% | -53.0% | +83.7% | +38.8% |
| 1Y | +28.4% | -47.2% | +75.6% | +34.7% |
| 3Y | +301.7% | -1.5% | +303.1% | +284.7% |
| 5Y | +473.3% | -91.6% | +564.9% | +474.7% |
| All | +513.9% | -20.9% | +534.8% | +431.8% |
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