+241.2%
FLEX vs UPST
-28.6%
+269.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.3% | -8.3% | -12.8% |
| 7D | -28.3% | -10.9% | -17.4% | -27.1% |
| 30D | -45.0% | -7.2% | -37.8% | -44.4% |
| 3M | -45.2% | -26.7% | -18.6% | -42.9% |
| 6M | -30.8% | -29.0% | -1.8% | -27.9% |
| YTD | +10.4% | -49.4% | +59.8% | +19.4% |
| 1Y | +2.3% | -47.0% | +49.2% | +9.6% |
| All | +241.2% | -28.6% | +269.8% | +247.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling