-52.3%
FLUT vs UPST
+7.9%
-60.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -2.0% |
| 7D | -1.6% | -3.5% | +1.9% | -1.3% |
| 30D | +7.7% | -7.1% | +14.9% | +8.4% |
| 3M | -0.7% | -13.1% | +12.4% | +0.4% |
| 6M | -11.2% | -1.1% | -10.1% | -11.6% |
| YTD | -53.4% | -35.9% | -17.6% | -51.9% |
| 1Y | -65.8% | -57.4% | -8.3% | -63.5% |
| 3Y | -44.9% | -14.9% | -30.1% | -47.2% |
| 5Y | -49.7% | -88.7% | +39.0% | -51.0% |
| All | -52.3% | +7.9% | -60.1% | -55.8% |
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