-25.7%
FN vs UPST
-48.7%
+23.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +9.4% | -15.4% | -8.0% |
| 7D | -7.0% | -3.1% | -3.8% | -6.4% |
| 30D | -24.7% | -4.0% | -20.7% | -24.1% |
| 3M | -35.7% | -22.9% | -12.8% | -31.9% |
| 6M | -52.4% | -27.1% | -25.3% | -49.4% |
| YTD | -25.0% | -46.5% | +21.6% | -17.5% |
| 1Y | -25.7% | -49.4% | +23.8% | -17.2% |
| All | -25.7% | -48.7% | +23.0% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling