+442.5%
FLEX vs UPST
-15.8%
+458.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.7% |
| 7D | -19.3% | -4.9% | -14.4% | -19.0% |
| 30D | -41.5% | -8.9% | -32.7% | -41.0% |
| 3M | -43.1% | -26.3% | -16.8% | -41.5% |
| 6M | -48.2% | -23.7% | -24.5% | -47.0% |
| YTD | +15.5% | -49.9% | +65.4% | +21.9% |
| 1Y | +10.2% | -42.0% | +52.2% | +14.6% |
| 3Y | +256.8% | -25.3% | +282.1% | +247.1% |
| 5Y | +408.2% | -93.4% | +501.6% | +411.8% |
| All | +442.5% | -15.8% | +458.3% | +367.0% |
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 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