-60.2%
FLNC vs UPST
-16.7%
-43.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.0% | -4.3% | -7.0% |
| 7D | -4.2% | -8.1% | +3.9% | -1.6% |
| 30D | -20.0% | -14.3% | -5.7% | -15.9% |
| 3M | -56.9% | -16.6% | -40.2% | -54.1% |
| 6M | -35.5% | -7.3% | -28.3% | -34.3% |
| YTD | -48.8% | -40.8% | -8.0% | -40.2% |
| 1Y | +49.3% | -62.4% | +111.7% | +96.5% |
| All | -60.2% | -16.7% | -43.5% | -63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling