+424.8%
FLEX vs UPST
-92.5%
+517.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.2% | -4.3% |
| 7D | +7.5% | -10.6% | +18.1% | +8.9% |
| 30D | -25.3% | -14.0% | -11.3% | -24.0% |
| 3M | -39.7% | -36.8% | -2.8% | -36.4% |
| 6M | -47.9% | -27.5% | -20.3% | -45.9% |
| YTD | +24.1% | -55.3% | +79.4% | +34.5% |
| 1Y | +26.0% | -47.5% | +73.5% | +33.8% |
| 3Y | +282.7% | -10.4% | +293.1% | +263.9% |
| All | +424.8% | -92.5% | +517.3% | +499.5% |
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 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