-87.4%
FLNC vs UPST
-92.2%
+4.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.9% | +0.1% | -4.5% |
| 7D | -7.1% | -13.5% | +6.4% | -2.4% |
| 30D | -30.2% | -19.6% | -10.5% | -24.4% |
| 3M | -64.1% | -34.2% | -29.9% | -58.8% |
| 6M | -77.7% | -31.2% | -46.5% | -74.7% |
| YTD | -76.1% | -56.2% | -19.9% | -69.0% |
| 1Y | -75.4% | -51.7% | -23.7% | -68.9% |
| 3Y | -72.4% | -8.2% | -64.1% | -76.4% |
| 5Y | -87.4% | -92.8% | +5.4% | -87.6% |
| All | -87.4% | -92.2% | +4.8% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling