+751.3%
FLEX vs UPST
+7.9%
+743.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | -0.9% | -3.5% | +2.6% | -0.6% |
| 30D | -10.1% | -7.1% | -3.0% | -9.6% |
| 3M | -31.3% | -13.1% | -18.3% | -30.4% |
| 6M | +71.3% | -1.1% | +72.4% | +70.3% |
| YTD | +81.2% | -35.9% | +117.1% | +87.0% |
| 1Y | +98.5% | -57.4% | +155.9% | +111.7% |
| 3Y | +428.2% | -14.9% | +443.1% | +405.8% |
| 5Y | +657.3% | -88.7% | +745.9% | +636.3% |
| All | +751.3% | +7.9% | +743.4% | +616.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling