-72.3%
FLNC vs UPST
-92.4%
+20.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.2% | -3.3% |
| 7D | -5.0% | -12.0% | +7.0% | -1.1% |
| 30D | -26.1% | -16.0% | -10.1% | -21.9% |
| 3M | -55.2% | -17.2% | -38.0% | -52.3% |
| 6M | -42.6% | -10.9% | -31.7% | -40.9% |
| YTD | -51.0% | -42.6% | -8.4% | -42.1% |
| 1Y | +43.3% | -59.8% | +103.1% | +87.7% |
| 3Y | -63.4% | -17.9% | -45.5% | -68.3% |
| All | -72.3% | -92.4% | +20.0% | -70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling