+484.1%
FLEX vs UPST
-93.3%
+577.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.4% | +11.8% |
| 7D | -7.2% | +4.4% | -11.6% | -7.8% |
| 30D | -34.8% | -7.7% | -27.1% | -34.2% |
| 3M | -35.6% | -28.4% | -7.1% | -33.1% |
| 6M | -45.0% | -23.2% | -21.8% | -43.4% |
| YTD | +29.4% | -49.1% | +78.5% | +38.0% |
| 1Y | +24.8% | -42.4% | +67.1% | +31.0% |
| 3Y | +304.4% | +5.4% | +299.1% | +277.8% |
| 5Y | +484.1% | -92.9% | +577.0% | +557.4% |
| All | +484.1% | -93.3% | +577.4% | +557.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling