-60.9%
FLUT vs UPST
-26.3%
-34.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.9% | +2.7% | -3.5% |
| 7D | -1.2% | -13.5% | +12.3% | +0.1% |
| 30D | +5.0% | -19.6% | +24.6% | +6.9% |
| 3M | -16.4% | -34.2% | +17.8% | -13.4% |
| 6M | -14.6% | -31.2% | +16.6% | -12.2% |
| YTD | -61.9% | -56.2% | -5.7% | -59.3% |
| 1Y | -65.0% | -51.7% | -13.4% | -63.0% |
| 3Y | -44.8% | -8.2% | -36.6% | -46.8% |
| 5Y | -49.9% | -92.8% | +42.8% | -49.4% |
| All | -60.9% | -26.3% | -34.6% | -62.6% |
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 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