-71.6%
FLNC vs UPST
-6.9%
-64.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.9% | +0.1% | -4.4% |
| 7D | -7.1% | -13.5% | +6.4% | -2.2% |
| 30D | -30.2% | -19.6% | -10.5% | -24.1% |
| 3M | -64.1% | -34.2% | -29.9% | -58.6% |
| 6M | -77.7% | -31.2% | -46.5% | -74.6% |
| YTD | -76.1% | -56.2% | -19.9% | -68.9% |
| 1Y | -75.4% | -51.7% | -23.7% | -68.8% |
| All | -71.6% | -6.9% | -64.7% | -74.1% |
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