-70.4%
FLNC vs UPST
-91.5%
+21.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | -4.9% | -3.5% | -1.3% | -3.8% |
| 30D | -27.3% | -7.1% | -20.1% | -25.6% |
| 3M | -61.9% | -13.1% | -48.8% | -59.9% |
| 6M | -34.5% | -1.1% | -33.4% | -34.7% |
| YTD | -47.7% | -35.9% | -11.8% | -40.3% |
| 1Y | +53.3% | -57.4% | +110.7% | +96.6% |
| 3Y | -62.4% | -14.9% | -47.5% | -67.8% |
| All | -70.4% | -91.5% | +21.0% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling