-60.6%
FLUT vs UPST
-21.5%
-39.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.3% | +8.9% | +1.4% |
| 7D | -1.5% | -4.5% | +3.0% | -1.2% |
| 30D | +3.4% | -15.3% | +18.7% | +4.8% |
| 3M | -12.5% | -32.4% | +20.0% | -9.5% |
| 6M | -18.5% | -29.5% | +11.1% | -16.4% |
| YTD | -61.6% | -53.3% | -8.3% | -59.3% |
| 1Y | -64.1% | -47.4% | -16.7% | -62.3% |
| 3Y | -44.5% | -2.2% | -42.3% | -46.7% |
| 5Y | -51.3% | -92.0% | +40.8% | -51.2% |
| All | -60.6% | -21.5% | -39.1% | -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