-86.6%
FLNC vs UPST
-94.0%
+7.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.9% |
| 7D | -11.2% | -10.6% | -0.6% | -7.7% |
| 30D | -24.6% | -14.0% | -10.7% | -20.3% |
| 3M | -64.6% | -36.8% | -27.8% | -58.8% |
| 6M | -78.8% | -27.5% | -51.3% | -76.4% |
| YTD | -76.3% | -55.3% | -21.1% | -69.6% |
| 1Y | -71.2% | -47.5% | -23.7% | -64.7% |
| 3Y | -71.9% | -10.4% | -61.5% | -75.7% |
| 5Y | -87.5% | -92.6% | +5.1% | -85.8% |
| All | -86.6% | -94.0% | +7.4% | -84.5% |
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