+24.2%
FLEX vs UPST
-51.0%
+75.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.8% | +0.3% |
| 7D | +17.1% | -13.5% | +30.6% | +20.4% |
| 30D | -29.5% | -19.6% | -9.9% | -26.3% |
| 3M | -37.3% | -34.2% | -3.1% | -32.3% |
| 6M | -44.1% | -31.2% | -12.9% | -39.6% |
| YTD | +29.3% | -56.2% | +85.5% | +44.9% |
| 1Y | +24.2% | -51.7% | +75.8% | +32.5% |
| All | +24.2% | -51.0% | +75.1% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling