-52.0%
FLUT vs UPST
-29.4%
-22.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -1.1% | -4.9% | +3.8% | -0.6% |
| 30D | +7.7% | -8.9% | +16.6% | +8.8% |
| 3M | -12.2% | -26.3% | +14.2% | -8.6% |
| 6M | -17.6% | -23.7% | +6.2% | -15.3% |
| YTD | -62.0% | -49.9% | -12.1% | -58.9% |
| 1Y | -62.3% | -42.0% | -20.3% | -59.9% |
| 3Y | -52.0% | -25.3% | -26.7% | -51.6% |
| All | -52.0% | -29.4% | -22.6% | -51.6% |
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 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